A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data

DOI10.1023/A:1015551826141MaRDI QIDQ1863708zbMATH OpenFDO

Authors J. A. Barria, Stephen G. Hall

Publication date 12 March 2003

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1015551826141

zbMATH Keywords

hedgingnon-parametric approachespricing derivative securities

Mathematics Subject Classification ID

Recommendations

• Nonparametric statistical methods and the pricing of derivative securities
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(1)

• Nonparametric statistical methods and the pricing of derivative securities

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• XploRe

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