Nonparametric Method for European Option Bounds

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_24 ◽

2019 ◽

pp. 623-642

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Nonparametric Method ◽

European Option ◽

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Statistical Distributions, European Option, American Option, and Option Bounds

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0085 ◽

2020 ◽

pp. 2929-2964

Author(s):

Cheng Few Lee

Keyword(s):

American Option ◽

Statistical Distributions ◽

European Option ◽

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Non-parametric method for European option bounds

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-011-0249-9 ◽

2011 ◽

Vol 38 (1) ◽

pp. 109-129 ◽

Author(s):

Hsuan-Chu Lin ◽

Ren-Raw Chen ◽

Oded Palmon

Keyword(s):

Parametric Method ◽

European Option ◽

Option Bounds ◽

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European Option Under Jump-Diffusion and Stochastic Interest Rate

SSRN Electronic Journal ◽

10.2139/ssrn.2072614 ◽

2012 ◽

Author(s):

Shankar Subramaniam

Keyword(s):

Interest Rate ◽

Jump Diffusion ◽

Stochastic Interest Rate ◽

European Option ◽

Stochastic Interest

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Technical Proofs: Option Bounds for Short Variance Swaps and the Variance Risk Premium - Adjusting for Skewness

SSRN Electronic Journal ◽

10.2139/ssrn.2195930 ◽

2013 ◽

Author(s):

Steven J. Jordan ◽

Shirley J. Huang

Keyword(s):

Risk Premium ◽

Variance Swaps ◽

Variance Risk Premium ◽

Variance Risk ◽

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An Analytical Approximation for European Option Prices Under Stochastic Interest Rate Economy

SSRN Electronic Journal ◽

10.2139/ssrn.2413081 ◽

2014 ◽

Author(s):

Hideharu Funahashi

Keyword(s):

Interest Rate ◽

Analytical Approximation ◽

Stochastic Interest Rate ◽

Option Prices ◽

European Option ◽

Stochastic Interest

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A fractional Black-Scholes model with stochastic volatility and European option pricing

Expert Systems with Applications ◽

10.1016/j.eswa.2021.114983 ◽

2021 ◽

Vol 178 ◽

pp. 114983

Author(s):

Xin-Jiang He ◽

Sha Lin

Keyword(s):

Option Pricing ◽

Stochastic Volatility ◽

European Option ◽

European Option Pricing ◽

Black Scholes Model ◽

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European Option Pricing Problems with Fractional Uncertain Processes

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2020.110606 ◽

2021 ◽

Vol 143 ◽

pp. 110606

Author(s):

Gang Shi ◽

Jinwu Gao

Keyword(s):

Option Pricing ◽

European Option ◽

European Option Pricing ◽

Pricing Problems

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A Nonparametric Method for Detecting Differential DNA Methylation Regions

2020 IEEE International Conference on Bioinformatics and Biomedicine (BIBM) ◽

10.1109/bibm49941.2020.9312983 ◽

2020 ◽

Author(s):

Xifang Sun ◽

Jiaqiang Zhu ◽

Shiquan Sun

Keyword(s):

Dna Methylation ◽

Nonparametric Method

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Estimating a Hedonic Earnings Function with a Nonparametric Method

Semiparametric and Nonparametric Econometrics ◽

10.1007/978-3-642-51848-5_9 ◽

1989 ◽

pp. 145-172 ◽

Author(s):

Joop Hartog ◽

Herman J. Bierens

Keyword(s):

Nonparametric Method

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Pricing of Bi-direction European Option Under the mixed Brownian-fractional Brownian model

2011 Fourth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2011.98 ◽

2011 ◽

Author(s):

Feng Xu

Keyword(s):

European Option ◽

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