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Nonparametric Option Pricing with No-Arbitrage Constraints

Title data

Birke, Melanie ; Pilz, Kay F.:
Nonparametric Option Pricing with No-Arbitrage Constraints.
In: Journal of Financial Econometrics. Vol. 7 (2009) Issue 2 . - pp. 53-76.
ISSN 1479-8417

Further data

Item Type: Article in a journal
Refereed: Yes
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professor Mathematical Statistics > Professor Mathematical Statistics - Univ.-Prof. Dr. Melanie Birke
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Professor Mathematical Statistics
Result of work at the UBT: No
DDC Subjects: 300 Social sciences > 330 Economics
500 Science > 510 Mathematics
Date Deposited: 19 Feb 2016 11:14
Last Modified: 01 Mar 2021 11:31
URI: https://eref.uni-bayreuth.de/id/eprint/30891