Nonparametric option pricing under shape restrictions
type: Item
instance of: scholarly article
title: Nonparametric option pricing under shape restrictions
zbMATH Open document ID: 1016.62121
DOI: 10.1016/S0304-4076(03)00102-7
author: Yacine Aït-Sahalia
author: Jefferson Duarte
published in: Journal of Econometrics
publication date: 2003-08-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 1961850
zbMATH Keywords: state price density
zbMATH Keywords: kernel
zbMATH Keywords: local polynomials
zbMATH Keywords: regression
zbMATH Keywords: constraints
zbMATH Keywords: monotonicity
zbMATH Keywords: convexity
describes a project that uses: KernSmooth
MaRDI profile type: Publication
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full work available at URL: s0304-4076(03)00102-7
OpenAlex ID: W2151447307
description: scientific article; zbMATH DE number 1961850