Pages that link to "Item:Q1398968"
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The following pages link to Nonparametric option pricing under shape restrictions (Q1398968):
Displaying 27 items.
- Option Pricing With Model-Guided Nonparametric Methods (Q3069872) (← links)
- Interest Rate Derivatives Pricing with Volatility Smile (Q3112457) (← links)
- On the Number of State Variables in Options Pricing (Q3117332) (← links)
- Bootstrap Confidence Intervals for Large-scale Multivariate Monotonic Regression Problems (Q3178506) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- A note on estimating a smooth monotone regression by combining kernel and density estimates (Q3548442) (← links)
- (Q4378663) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
- NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (Q5207495) (← links)
- SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
- A new class of Bayesian semi-parametric models with applications to option pricing (Q5397432) (← links)
- Estimating a Convex Function in Nonparametric Regression (Q5430588) (← links)
- Imposing and Testing for Shape Restrictions in Flexible Parametric Models (Q5863645) (← links)
- A neuro-structural framework for bankruptcy prediction (Q6063321) (← links)
- Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
- Semiparametric Efficiency in Convexity Constrained Single-Index Model (Q6107207) (← links)
- Asymmetric short-rate model without lower bound (Q6158399) (← links)
- Adiabaticity conditions for volatility smile in Black-Scholes pricing model (Q6176634) (← links)
- Can a Machine Correct Option Pricing Models? (Q6190709) (← links)
- Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
- Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices (Q6620938) (← links)