Nonparametric Option Pricing under Shape Restrictions
收藏NBER2002-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8944
下载链接
链接失效反馈官方服务：
资源简介：
Frequently, economic theory places shape restrictions on functional relationships between economic variables. This paper develops a method to constrain the values of the first and second derivatives of nonparametric locally polynomial estimators. We apply this technique to estimate the state price
提供机构：
美国国家经济研究局
创建时间：
2002-05-01
