On empirical likelihood option pricing
Xiaolong Zhong, Jie Cao, Yong Jin and Wei Zheng
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Zhong, Xiaolong ; Cao, Jie Jay ; Jin, Yong ; Zheng, Wei |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2017, 5, p. 41-53
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| Subject: | nonparametric | option pricing | empirical likelihood | robust | blocking time series | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314.JOR.2017.357 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011747102