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]
@article{HeCC19,
title = {Nonparametric predictive inference for European option pricing based on the binomial tree model},
author = {Ting He and Frank P. A. Coolen and Tahani Coolen-Maturi},
year = {2019},
doi = {10.1080/01605682.2018.1495997},
url = {https://doi.org/10.1080/01605682.2018.1495997},
researchr = {https://researchr.org/publication/HeCC19},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {70},
number = {10},
pages = {1692-1708},
}