1. 您所在位置：
  2. 网站首页
  3. 文档分类
  4. 汽车/机械/制造
  5. 汽车技术

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints》.pdfVIP

  • 15
  • 0
  • 约22.02万字
  • 约 20页
  • 2015-11-22 发布于河南
  • 举报

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints》.pdf

    Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints》.pdf

    Journal of Econometrics 184 (2015) 242–261 Contents lists available at ScienceDirect Journal of Econometrics journal homepage: /locate/jeconom Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints✩ Matthias R. Fengler a,∗, Lin-Yee Hin b a University of St. Gallen, Departmen

    您可能关注的文档

    最近下载

    文档评论（0）

    1亿VIP精品文档

    更多 >

    相关文档

    更多 >