Open AccessNonparametric Option Pricing under Shape Restrictions
Author(s) -
Yacine Aı̈t-Sahalia,
Jefferson Duarte
Publication year - 2002
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w8944
Subject(s) - nonparametric statistics , econometrics , valuation of options , economics , financial economics , mathematics , actuarial science