The following pages link to (Q4378663):
Displaying 13 items.
- Option bounds and the pricing of the volatility smile (Q375316) (← links)
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
- Nonparametric option pricing under shape restrictions (Q1398968) (← links)
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- (Q4263961) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- A semi-parametric stochastic generator for bivariate extreme events (Q6540512) (← links)
