Nonparametric predictive inference for European option pricing based on the binomial tree model

Ting He, Frank P. A. Coolen, Tahani Coolen-Maturi. Nonparametric predictive inference for European option pricing based on the binomial tree model. JORS, 70(10):1692-1708, 2019. [doi]

Authors

Ting He

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Frank P. A. Coolen

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Tahani Coolen-Maturi

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