Work

Nonparametric Option Pricing with No-Arbitrage Constraints

Year: 2008

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbn016

Authors: M. Birke, K. F. Pilz

Institution: Ruhr University Bochum

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2115325945

FWCI: 4.645

Cites: 30

Cited by: 31

Related to: 10