Improving Non-Parametric Option Pricing during the Financial Crisis
Author(s) -
Dragan Kukolj,
Nikola Gradojević,
Camillo Lento
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2124534
Subject(s) - financial crisis , business , finance , valuation of options , economics , financial system , financial economics , macroeconomics
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