Pages that link to "Item:Q1398968"
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The following pages link to Nonparametric option pricing under shape restrictions (Q1398968):
Displayed 26 items.
- Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach (Q604914) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Shape restricted nonparametric regression with Bernstein polynomials (Q1927049) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
- Convex analysis in the semiparametric model with Bernstein polynomials (Q2513790) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)
- Business failure prediction using decision trees (Q3065539) (← links)
- Interest Rate Derivatives Pricing with Volatility Smile (Q3112457) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- A note on estimating a smooth monotone regression by combining kernel and density estimates (Q3548442) (← links)
- A new class of Bayesian semi-parametric models with applications to option pricing (Q5397432) (← links)
- Estimating a Convex Function in Nonparametric Regression (Q5430588) (← links)