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On the Number of State Variables in Options Pricing - MaRDI portal

On the Number of State Variables in Options Pricing (Q3117332)

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On the Number of State Variables in Options Pricing
scientific article

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    title
    On the Number of State Variables in Options Pricing (English)
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    author
    Gang Li
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    Chu Zhang
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    publication date
    27 February 2012
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    zbMATH DE Number
    6009423
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    zbMATH Keywords
    options pricing
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    state variables
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    nonparametric method
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    Wikidata QID
    Q57833943
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    OpenAlex ID
    W2078220623
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