Affiliation:
1. Department of Land Economy; The University of Cambridge; Cambridge United Kingdom
2. School of Mathematics and Physics; The University of Queensland; St Lucia, Queensland Australia
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference17 articles.
1. Nonparametric estimation of state-price densities implicit in financial asset prices;Aït-Sahalia;Journal of Finance,1998
2. Empirical tests of Canonical non-parametric American option pricing methods;Alcock;Journal of Futures Markets,2010
3. Nonparametric American option pricing;Alcock;Journal of Futures Markets,2008
4. Dynamic, nonparametric hedging of European style contingent claims using canonical valuation;Alcock;Finance Research Letters,2005
5. Nonparametric option pricing with no-arbitrage constraints;Birke;Journal of Financial Econometrics,2009
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献