Nonparametric option pricing under shape restrictions
| Year of publication: |
2003
|
|---|---|
| Authors: | Ait-Sahalia, Yacine ; Duarte, Jefferson |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 116.2003, 1-2, p. 9-47
|
| Publisher: |
Elsevier |