scientific article; zbMATH DE number 6961164

DOI10.7631/ISSN.1000-2243.17084zbMath1413.91097MaRDI QIDQ4688210

Zhi-Biao Shu, Xiuju Dai

Publication date: 22 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optionsimplied volatilitynonparametric kernel regressionParzen windowNadaraya-Watson nuclear estimates

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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