Pages that link to "Item:Q1398968"
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The following pages link to Nonparametric option pricing under shape restrictions (Q1398968):
Displayed 50 items.
- Resampling methods in econometrics (Q275241) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
- Dynamics of state price densities (Q302157) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach (Q604914) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Concave regression: value-constrained estimation and likelihood ratio-based inference (Q1739026) (← links)
- A penalized method for multivariate concave least squares with application to productivity analysis (Q1752904) (← links)
- Shape restricted nonparametric regression with Bernstein polynomials (Q1927049) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems (Q2146447) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Identifying shifts between two regression curves (Q2230873) (← links)
- Non-convex isotonic regression via the Myersonian approach (Q2244532) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
- Convex analysis in the semiparametric model with Bernstein polynomials (Q2513790) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)
- Business failure prediction using decision trees (Q3065539) (← links)
- Interest Rate Derivatives Pricing with Volatility Smile (Q3112457) (← links)
- Bootstrap Confidence Intervals for Large-scale Multivariate Monotonic Regression Problems (Q3178506) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)