Functional Principal Component Analysis for Derivatives of Multivariate Curves (Q4558595)
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scientific article; zbMATH DE number 6983066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Principal Component Analysis for Derivatives of Multivariate Curves |
scientific article; zbMATH DE number 6983066 |
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Functional Principal Component Analysis for Derivatives of Multivariate Curves (English)
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22 November 2018
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derivatives
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dual method
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functional principal component analysis
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multivariate functions
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option prices
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state price densities
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