Please use this identifier to cite or link to this item: https://doi.org/10.1002/wics.186
Title: Option prices and pricing theory: Combining financial mathematics with statistical modeling
Authors: Chen, L.
Lai, T.L.
Lim, T.W. 
Keywords: Nonparametric regression
Option pricing
Semiparametric regression
Substantive models
Time series modeling
Issue Date: Nov-2011
Citation: Chen, L., Lai, T.L., Lim, T.W. (2011-11). Option prices and pricing theory: Combining financial mathematics with statistical modeling. Wiley Interdisciplinary Reviews: Computational Statistics 3 (6) : 566-576. ScholarBank@NUS Repository. https://doi.org/10.1002/wics.186
Abstract: After an overview of important developments of option pricing theory, this article describes statistical approaches to modeling the difference between the theoretical and actual prices. An empirical study is given to compare various approaches. WIREs Comp Stat 2011 3 566-576 DOI: 10.1002/wics.186 For further resources related to this article, please visit the WIREs website. Copyright © 2011 John Wiley & Sons, Inc.
Source Title: Wiley Interdisciplinary Reviews: Computational Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/105501
ISSN: 19395108
DOI: 10.1002/wics.186
Appears in Collections:Staff Publications

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