Pages that link to "Item:Q1583161"
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The following pages link to Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161):
Displaying 14 items.
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Econometric methods for derivative securities and risk management (Q1969812) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Pricing American options using a nonparametric entropy approach (Q2321382) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- (Q4378663) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- A data and digital-contracts driven method for pricing complex derivatives (Q4647264) (← links)
