Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Tütüncü, Reha H."'
Autor:
Tütüncü, Reha H.
Publikováno v:
Mathematics of Operations Research, 2000 May 01. 25(2), 195-213.
Externí odkaz:
https://www.jstor.org/stable/3690577
Publikováno v:
Operations Research, 2004 Mar 01. 52(2), 330-334.
Externí odkaz:
https://www.jstor.org/stable/30036582
Publikováno v:
In European Journal of Operational Research 2008 187(2):525-542
Publikováno v:
In Computers and Chemical Engineering 2000 24(1):39-51
Autor:
Tütüncü, Reha H.1 reha@cmu.edu
Publikováno v:
SIAM Journal on Optimization. 2003, Vol. 14 Issue 2, p402-414. 13p.
Publikováno v:
Journal of Asset Management. Aug2006, Vol. 7 Issue 2, p83-92. 10p.
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Option price data is often used to infer risk-neutral densities for future prices of an underlying asset. Given the prices of a set of options on the same underlying asset with different strikes and maturities, we propose a nonparametric approach for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ce7aef71fa15f2c4084b42814bc4f387
