Πλοήγηση School of Economic Sciences and Business ανά Θέμα "Nonparametric"
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Nonparametric, conditional pricing of higher order multivariate contingent claims
(2008-09)This paper describes and applies a nonparametric model for pricing multivariate contingent claims. Multivariate contingent claims are contracts whose payoffs depend on the future prices of more than one underlying variable. ...