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

11

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