Work

Nonparametric Market-Implied Greeks

Year: 2026

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2026.1.247

Authors: João A. Bastos, Raquel M. Gaspar

Institution: University of Lisbon

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7118266266

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