Nonparametric statistical methods and the pricing of derivative securities
Kiesel, R.
(2001).
Nonparametric statistical methods and the pricing of derivative securities.
Journal of Applied Mathematics and Decision Sciences,
6(1), 1-22.
https://doi.org/10.1155/S1173912602000019
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 Hindawi Publishing Corporation |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1155/S1173912602000019 |
| Date Deposited | 10 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19231 |
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