Nonparametric estimation of option pricing models

被引：0
|
作者：
Ghysels, E
Torres, O
机构：
来源：
AMERICAN STATISTICAL ASSOCIATION - 1996 PROCEEDINGS OF THE BUSINESS AND ECONOMIC STATISTICS SECTION | 1996年
关键词：
kernel-based regression; equity options; derivative securities;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：95 / 99
页数：5
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