Work

Alternative tilts for nonparametric option pricing

Year: 2009

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20445

Authors: M. Ryan Haley, Todd B. Walker

Institutions: University of Wisconsin–Oshkosh, Indiana University Bloomington, Indiana University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107935138

FWCI: 2.668

Cites: 28

Cited by: 22

Related to: 10