مرکز منطقه ای اطلاع رساني علوم و فناوري - Fast algorithm for nonparametric arbitrage-free SPD estimation

Title of article :

Fast algorithm for nonparametric arbitrage-free SPD estimation

Author/Authors :

Zden?k Hl?vka، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

2339

To page :

2349

Keywords :

Nonlinear least squares , Constrained estimation , Option Pricing

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

145236

Link To Document :