Option prices and pricing theory: Combining financial mathematics with statistical modeling

Option prices and pricing theory: Combining financial mathematics with statistical modeling

10.1002/wics.186

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Bibliographic Details
Main Authors: Chen, L., Lai, T.L., Lim, T.W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Review
Published: 2014
Subjects:
Nonparametric regression
Option pricing
Semiparametric regression
Substantive models
Time series modeling
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105501
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Institution: National University of Singapore
id sg-nus-scholar.10635-105501
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spelling sg-nus-scholar.10635-1055012023-10-30T22:08:34Z Option prices and pricing theory: Combining financial mathematics with statistical modeling Chen, L. Lai, T.L. Lim, T.W. STATISTICS & APPLIED PROBABILITY Nonparametric regression Option pricing Semiparametric regression Substantive models Time series modeling 10.1002/wics.186 Wiley Interdisciplinary Reviews: Computational Statistics 3 6 566-576 2014-10-28T05:17:01Z 2014-10-28T05:17:01Z 2011-11 Review Chen, L., Lai, T.L., Lim, T.W. (2011-11). Option prices and pricing theory: Combining financial mathematics with statistical modeling. Wiley Interdisciplinary Reviews: Computational Statistics 3 (6) : 566-576. ScholarBank@NUS Repository. https://doi.org/10.1002/wics.186 19395108 http://scholarbank.nus.edu.sg/handle/10635/105501 000214695000006 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Nonparametric regression
Option pricing
Semiparametric regression
Substantive models
Time series modeling
spellingShingle Nonparametric regression
Option pricing
Semiparametric regression
Substantive models
Time series modeling
Chen, L.
Lai, T.L.
Lim, T.W.
Option prices and pricing theory: Combining financial mathematics with statistical modeling
description 10.1002/wics.186
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chen, L.
Lai, T.L.
Lim, T.W.
format Review
author Chen, L.
Lai, T.L.
Lim, T.W.
author_sort Chen, L.
title Option prices and pricing theory: Combining financial mathematics with statistical modeling
title_short Option prices and pricing theory: Combining financial mathematics with statistical modeling
title_full Option prices and pricing theory: Combining financial mathematics with statistical modeling
title_fullStr Option prices and pricing theory: Combining financial mathematics with statistical modeling
title_full_unstemmed Option prices and pricing theory: Combining financial mathematics with statistical modeling
title_sort option prices and pricing theory: combining financial mathematics with statistical modeling
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105501
_version_ 1781788061875568640

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