Nonparametric option pricing with generalized entropic estimators
Caio Almeida, Gustavo Freire, Rafael Azevedo, and Kym Ardison
| Year of publication: |
2023
|
|---|---|
| Authors: | Almeida, Caio ; Freire, Gustavo ; Azevedo, Rafael ; Ardison, Kym |
| Subject: | Cressie-Read discrepancies | Generalized entropy | Nonparametric estimation | Option pricing | Risk-neutral measure | Entropie | Entropy | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtparametrische Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2115499 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014448595