Robust Estimation of Shape-Constrained State Price Density Surfaces
Year of publication: |
2015
|
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Authors: | Ludwig, Markus |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Robustes Verfahren | Robust statistics | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Derivatives, Spring 2015, Vol. 22, No. 3, pp. 56-72 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2138911 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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