Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730)
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scientific article; zbMATH DE number 7813806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Option Pricing with Generalized Entropic Estimators |
scientific article; zbMATH DE number 7813806 |
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Nonparametric Option Pricing with Generalized Entropic Estimators (English)
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6 March 2024
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Cressie-Read discrepancies
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generalized entropy
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nonparametric estimation
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option pricing
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risk-neutral measure
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