A Non-Parametric Option Pricing Model: Theory and Empirical Evidence

Author: Chen Ren-Raw   Palmon Oded  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.24, Iss.2, 2005-03, pp. : 115-134

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract