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 |
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.