Shape constrained regression in Sobolev spaces with application to option pricing (Q5283084)
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scientific article; zbMATH DE number 6748446
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| English | Shape constrained regression in Sobolev spaces with application to option pricing |
scientific article; zbMATH DE number 6748446 |
Statements
Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (English)
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18 July 2017
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constrained regression
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Sobolev spaces
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isotonic constraints
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monotonicity
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covariance structure
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option price
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0.8101033568382263
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0.7768481969833374
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0.7655402421951294
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0.7537047863006592
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0.7509281635284424
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