Nonparametric statistical methods and the pricing of derivative securities.

Kiesel, Rüdiger. "Nonparametric statistical methods and the pricing of derivative securities.." Journal of Applied Mathematics and Decision Sciences 6.1 (2002): 1-22. <http://eudml.org/doc/122591>.

@article{Kiesel2002,
author = {Kiesel, Rüdiger},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {nonparametric methods; option pricing; exotic derivatives; term-structure of interest rates},
language = {eng},
number = {1},
pages = {1-22},
publisher = {Hindawi Publishing Corporation, New York},
title = {Nonparametric statistical methods and the pricing of derivative securities.},
url = {http://eudml.org/doc/122591},
volume = {6},
year = {2002},
}

TY - JOUR
AU - Kiesel, Rüdiger
TI - Nonparametric statistical methods and the pricing of derivative securities.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 1
SP - 1
EP - 22
LA - eng
KW - nonparametric methods; option pricing; exotic derivatives; term-structure of interest rates
UR - http://eudml.org/doc/122591
ER -