An edition of Nonparametric option pricing under shape restrictions (2002)

Nonparametric option pricing under shape restrictions

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Nonparametric option pricing under shape rest ...
Yacine Aït-Sahalia, Yacine Aït ...
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Nonparametric option pricing under shape restrictions (2002)

Nonparametric option pricing under shape restrictions

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
37

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Subjects

Prices, Nonparametric statistics, Econometric models, Options, Estimation theory

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Edition Availability
Cover of: Nonparametric option pricing under shape restrictions
Nonparametric option pricing under shape restrictions
2002, National Bureau of Economic Research
in English
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Book Details

Edition Notes

"May 2002."

JEL no. G12, C14.

Includes bibliographical references (p. 34-36).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- no. 8944, Working paper series (National Bureau of Economic Research) -- working paper no. 8944.
Genre
Econometric models.

The Physical Object

Pagination
37, [12] p. :
Number of pages
37

ID Numbers

Open Library
OL22435437M

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December 15, 2009 Edited by WorkBot link works
November 13, 2008 Created by ImportBot Imported from Binghamton University MARC record