State Price Density Estimation and Nonparametric Pricing of Basket Options

Journal of Mathematical Finance
doi 10.4236/jmf.2015.55038
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Scientific Research Publishing, Inc,

Related search

Pricing and Hedging Basket Options With Exact Moment Matching

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2016English

Nonparametric Density and Regression Estimation

Journal of Economic Perspectives
EconomicsEconometrics
2001English

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

English

Nonparametric Density Estimation in High-Dimensions

Statistica Sinica
UncertaintyStatisticsProbability
2013English

Nonparametric Estimation of American Options’ Exercise Boundaries and Call Prices

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2000English

Nonparametric Multivariate Density Estimation: A Comparative Study

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
1994English

Estimating State-Price Densities With Nonparametric Regression

2002English

Nonparametric Copula Density Estimation in Sensor Networks

2011English

Nonparametric Direct Density Ratio Estimation Using Beta Kernel

Statistics
UncertaintyStatisticsProbability
2020English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy