Nonparametric Option Pricing under Shape Restrictions
收藏NBER2002-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w8944
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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
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美国国家经济研究局创建时间：
2002-05-01
