Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Ana M. Monteiro, António A.F. Santos
| Year of publication: |
2022
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|---|---|
| Authors: | Monteiro, Ana M. ; Santos, António A. F. |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 1, p. 152-171
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| Subject: | big data | large-scale optimization | nonparametric estimation | option pricing | risk-neutral density | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Big Data | Big data | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796300