Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084)
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scientific article; zbMATH DE number 6748446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing |
scientific article; zbMATH DE number 6748446 |
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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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