Nonparametric estimates of option prices via Hermite basis functions (Q6146135)
From MaRDI portal
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 |
Statements
Nonparametric estimates of option prices via Hermite basis functions (English)
0 references
10 January 2024
0 references
option pricing
0 references
nonparametric models
0 references
Hermite polynomials
0 references
implied volatility
0 references