On empirical likelihood option pricing
Year of publication: |
June 2017
|
---|---|
Authors: | Zhong, Xiaolong ; Cao, Jie ; Jin, Yong ; Zheng, Wei |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2017, 5, p. 41-53
|
Subject: | nonparametric | option pricing | empirical likelihood | robust | blocking time series | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution |
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