Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575)
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scientific article; zbMATH DE number 5540562
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| English | Fast algorithm for nonparametric arbitrage-free SPD estimation |
scientific article; zbMATH DE number 5540562 |
Statements
Fast algorithm for nonparametric arbitrage-free SPD estimation (English)
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6 April 2009
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option pricing
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nonlinear least squares
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constrained estimation
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0.8319132328033447
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0.7854633331298828
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0.7721073031425476
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0.7657278776168823
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0.759213924407959
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