Semi-parametric estimation of American option prices (Q528168)
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scientific article; zbMATH DE number 6714823
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semi-parametric estimation of American option prices |
scientific article; zbMATH DE number 6714823 |
Statements
Semi-parametric estimation of American option prices (English)
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12 May 2017
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American option
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kernel estimator
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semiparametric estimation
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dynamic programming
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Fréchet derivative
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0.7984529137611389
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0.7829824686050415
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0.7805883288383484
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0.7688868641853333
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