Nonparametric option pricing under shape restrictions (Q1398968)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric option pricing under shape restrictions |
scientific article; zbMATH DE number 1961850
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric option pricing under shape restrictions |
scientific article; zbMATH DE number 1961850 |
Statements
Nonparametric option pricing under shape restrictions (English)
0 references
7 August 2003
0 references
state price density
0 references
kernel
0 references
local polynomials
0 references
regression
0 references
constraints
0 references
monotonicity
0 references
convexity
0 references
0 references
0 references
0 references
0.8945388793945312
0 references
0.8261520862579346
0 references
0.8130279183387756
0 references
0.8113762140274048
0 references
