scientific article; zbMATH DE number 7029047
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Publication:4625483
DOI10.13705/J.ISSN.1671-6841.2017293zbMath1424.91062MaRDI QIDQ4625483
Publication date: 22 February 2019
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencynonparametric estimationEuropean optionactuarial pricinggeneral B-S modelHull-White short interest rate model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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