Forecasting nonnegative option price distributions using Bayesian kernel methods

✍ Scribed by Park, Hyejin; Lee, Jaewook

• Book ID: 123078203
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 494 KB
• Volume: 39
• Category: Article
• ISSN: 0957-4174
• DOI: 10.1016/j.eswa.2012.05.077