Nonparametric option pricing under shape restrictions (Q1398968)
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scientific article; zbMATH DE number 1961850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric option pricing under shape restrictions |
scientific article; zbMATH DE number 1961850 |
Statements
Nonparametric option pricing under shape restrictions (English)
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7 August 2003
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state price density
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kernel
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local polynomials
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regression
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constraints
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monotonicity
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convexity
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