Nonparametric estimates of option prices via Hermite basis functions
Carlo Marinelli, Stefano d'Addona
| Year of publication: |
2023
|
|---|---|
| Authors: | Marinelli, Carlo ; D'Addona, Stefano |
| Subject: | Hermite polynomials | Implied volatility | Nonparametric models | Option pricing | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | Optionsgeschäft | Option trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-023-00431-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448291