Nonparametric statistical methods and the pricing of derivative securities

DOI10.1155/S1173912602000019zbMath1010.91049MaRDI QIDQ1613222

Rüdiger Kiesel

Publication date: 28 August 2002

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122591

zbMATH Keywords

option pricingnonparametric methodsexotic derivativesterm-structure of interest rates

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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