Improving non-parametric option pricing during the financial crisis

Dragan Kukolj, Nikola Gradojevic, Camillo Lento. Improving non-parametric option pricing during the financial crisis. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-7, IEEE, 2012. [doi]

Authors

Dragan Kukolj

This author has not been identified. Look up 'Dragan Kukolj' in Google

Nikola Gradojevic

This author has not been identified. Look up 'Nikola Gradojevic' in Google

Camillo Lento

This author has not been identified. Look up 'Camillo Lento' in Google