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Retention of latent segments in regression-based marketing models

✍ Scribed by Rick L. Andrews; Imran S. Currim

Book ID
116568325
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
85 KB
Volume
20
Category
Article
ISSN
0167-8116

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## Abstract This paper presents a simple empirical approach to modeling and forecasting market option prices using localized option regressions (LOR). LOR projects market option prices over localized regions of their state space and is robust to assumptions regarding the underlying asset dynamics (