Nonparametric estimates of option prices via Hermite basis functions (Q6146135)
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scientific article; zbMATH DE number 7786166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimates of option prices via Hermite basis functions |
scientific article; zbMATH DE number 7786166 |
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Nonparametric estimates of option prices via Hermite basis functions (English)
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10 January 2024
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option pricing
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nonparametric models
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Hermite polynomials
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implied volatility
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