Functional principal component analysis for derivatives of multivariate curves (Q4558595)
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scientific article; zbMATH DE number 6983066
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| default for all languages | No label defined |
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| English | Functional principal component analysis for derivatives of multivariate curves |
scientific article; zbMATH DE number 6983066 |
Statements
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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0.8021529912948608
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0.768700361251831
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0.7644738554954529
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0.7586275339126587
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