Nonparametric Option Pricing with Generalized Entropic Estimators
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Publication:6190730
DOI10.1080/07350015.2022.2115499OpenAlexW4292616008MaRDI QIDQ6190730
Rafael Valença Azevedo, Unnamed Author, Kym Ardison, Caio Almeida
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Nonparametric_Option_Pricing_with_Generalized_Entropic_Estimators_/20529772
option pricinggeneralized entropynonparametric estimationrisk-neutral measureCressie-Read discrepancies
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