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

• Main Authors: Chen, L., Lai, T.L., Lim, T.W.
• 其他作者: STATISTICS & APPLIED PROBABILITY
• 格式: Review
• 出版: 2014
• 主題: Nonparametric regression; Option pricing; Semiparametric regression; Substantive models; Time series modeling
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/105501
• 機構: National University of Singapore

10.1002/wics.186