A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data (Q1863708)
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scientific article; zbMATH DE number 1880360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data |
scientific article; zbMATH DE number 1880360 |
Statements
A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data (English)
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12 March 2003
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pricing derivative securities
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hedging
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non-parametric approaches
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0.8267666697502136
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0.7380321025848389
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