Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints |
scientific article |
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Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (English)
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6 May 2015
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B-splines
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no-arbitrage constraints
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option pricing function
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semi-nonparametric estimation
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shape-constrained regression
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state-price density
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