Option pricing with model-guided nonparametric methods
Jianquing Fan and Loriano Mancini
| Year of publication: |
2009
|
|---|---|
| Authors: | Fan, Jianqing ; Mancini, Loriano |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 488, p. 1351-1372
|
| Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003992951