Shape constrained risk-neutral density estimation by support vector regression (Q1671251)
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scientific article; zbMATH DE number 6933439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape constrained risk-neutral density estimation by support vector regression |
scientific article; zbMATH DE number 6933439 |
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Shape constrained risk-neutral density estimation by support vector regression (English)
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6 September 2018
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option pricing
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risk-neutral density
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support vector regression
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shape constraint
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nonparametric estimation
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0.8753293
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0.87252575
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0.87172294
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0.8537341
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0.8463362
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0.8452391
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0.8440991
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0.83924705
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