Nonparametric filtering of conditional state-price densities (Q2294444)
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scientific article; zbMATH DE number 7165915
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| default for all languages | No label defined |
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| English | Nonparametric filtering of conditional state-price densities |
scientific article; zbMATH DE number 7165915 |
Statements
Nonparametric filtering of conditional state-price densities (English)
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11 February 2020
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option pricing
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kernel regression
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high-frequency data
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random sampling times
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0.8142741322517395
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0.8030272722244263
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0.7970932722091675
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0.7963423132896423
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