On nonparametric predictive inference for asset and European option trading in the binomial tree model
Junbin Chen, Frank P.A. Coolen & Tahani Coolen-Maturi
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Junbin ; 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. 1678-1691
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| Subject: | Imprecise probability | nonparametric predictive inference | asset trading | European option trading | asset risk pricing | option risk pricing | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2019.1643682 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012214367