On application of nonparametric regression estimation to options pricing

Michael Kohler, Adam Krzyzak, Harro Walk. On application of nonparametric regression estimation to options pricing. In IEEE International Symposium on Information Theory, ISIT 2009, June 28 - July 3, 2009, Seoul, Korea, Proceedings. pages 1579-1583, IEEE, 2009. [doi]

Authors

Michael Kohler

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Adam Krzyzak

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Harro Walk

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