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Search: subject:"modèle statistique non-paramétrique"
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Black-Scholes
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modèle statistique non-paramétrique
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non-parametric statistical model
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option pricing
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valorisation d'options
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Bardou, Olivier
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Bengio, Yoshua
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Chapados, Nicolas
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Ducharme, Réjean
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Valorisation d'options par optimisation du Sharpe Ratio
Bardou, Olivier
;
Bengio, Yoshua
;
Chapados, Nicolas
; …
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2002
marché) et deuxièmement, il utilise ce critère pour entraîner un
modèle
statistique
non-paramétrique
(utilisant dans ce cas …
Persistent link: https://www.econbiz.de/10005417592
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