Option pricing with model-guided nonparametric methods (Q3069872)
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scientific article; zbMATH DE number 5843479
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| English | Option pricing with model-guided nonparametric methods |
scientific article; zbMATH DE number 5843479 |
Statements
Option Pricing With Model-Guided Nonparametric Methods (English)
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1 February 2011
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generalized likelihood ratio test
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model misspecification
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nonparametric regression
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out-of-sample analysis
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state price distribution
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0.8155972361564636
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0.7858669757843018
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0.7792383432388306
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0.7774969339370728
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0.7731517553329468
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