Pages that link to "Item:Q3069872"

The following pages link to Option Pricing With Model-Guided Nonparametric Methods (Q3069872):

Displaying 24 items.

• Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
• Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
• State price densities implied from weather derivatives (Q495457) (← links)
• Nonparametric estimation of fractional option pricing model (Q826418) (← links)
• Nonparametric statistical methods and the pricing of derivative securities (Q1613222) (← links)
• A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data (Q1863708) (← links)
• Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
• Valuation of an option using non-parametric methods (Q2328782) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249) (← links)
• On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
• On the Number of State Variables in Options Pricing (Q3117332) (← links)
• (Q4378663) (← links)
• Investigation of Blood Flow Modeling in Artery Using ALE Formulation (Q4564921) (← links)
• (Q4574844) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• Digital contracts-driven method for pricing complex derivatives (Q4661180) (← links)
• A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
• NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (Q5207495) (← links)
• Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
• Can a Machine Correct Option Pricing Models? (Q6190709) (← links)
• Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730) (← links)
• Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)