NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (Q5207495)
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scientific article; zbMATH DE number 7147025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES |
scientific article; zbMATH DE number 7147025 |
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NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (English)
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2 January 2020
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bid/ask spreads
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implied risk-neutral measure
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nonparametric regression
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risk aversion
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bandwidth
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Monte Carlo
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