Pages that link to "Item:Q275252"
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The following pages link to Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252):
Displayed 14 items.
- Dynamics of state price densities (Q302157) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- Representation theorem for convex nonparametric least squares (Q3521277) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084) (← links)