Nonparametric filtering of conditional state-price densities (Q2294444)
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scientific article; zbMATH DE number 7165915
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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