Nonparametric predictive inference for European option pricing based on the binomial tree model
Ting He, Frank P.A. Coolen & Tahani Coolen-Maturi
| Year of publication: |
2019
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|---|---|
| Authors: | He, Ting ; Coolen, Frank P. A. ; Coolen-Maturi, Tahani |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1692-1708
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| Subject: | CRR Binomial Tree Model | European option | imprecise probability | nonparametric predictive inference | option pricing | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2018.1495997 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012214368