Shape constrained risk-neutral density estimation by support vector regression (Q1671251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape constrained risk-neutral density estimation by support vector regression |
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Shape constrained risk-neutral density estimation by support vector regression (English)
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6 September 2018
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option pricing
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risk-neutral density
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support vector regression
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shape constraint
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nonparametric estimation
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