Nonparametric pricing of multivariate contingent claims
Year of publication: |
Mar. 2003 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Rosenberg, Joshua V. (contributor) |
Institutions: | Federal Reserve Bank of New York (contributor) |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution |
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