Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints |
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Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (English)
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17 June 2016
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call price function
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no-arbitrage inequality constraints
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constrained functional regression
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Bernstein polynomial basis
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quadratic programming
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