Option Pricing With Model-Guided Nonparametric Methods (Q3069872)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing With Model-Guided Nonparametric Methods |
scientific article |
Statements
Option Pricing With Model-Guided Nonparametric Methods (English)
0 references
1 February 2011
0 references
generalized likelihood ratio test
0 references
model misspecification
0 references
nonparametric regression
0 references
out-of-sample analysis
0 references
state price distribution
0 references
