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A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
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Non-parametric method for European option bounds
Lin, Hsuan-chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
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Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 907-935
Persistent link: https://www.econbiz.de/10011595494