Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints |
scientific article; zbMATH DE number 6594483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints |
scientific article; zbMATH DE number 6594483 |
Statements
Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (English)
0 references
17 June 2016
0 references
call price function
0 references
no-arbitrage inequality constraints
0 references
constrained functional regression
0 references
Bernstein polynomial basis
0 references
quadratic programming
0 references
0 references
