Forecasting nonnegative option price distributions using Bayesian kernel methods

Hyejin Park, Jaewook Lee. Forecasting nonnegative option price distributions using Bayesian kernel methods. Expert Syst. Appl., 39(18):13243-13252, 2012. [doi]

@article{ParkL12-15,
  title = {Forecasting nonnegative option price distributions using Bayesian kernel methods},
  author = {Hyejin Park and Jaewook Lee},
  year = {2012},
  doi = {10.1016/j.eswa.2012.05.077},
  url = {http://dx.doi.org/10.1016/j.eswa.2012.05.077},
  researchr = {https://researchr.org/publication/ParkL12-15},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {39},
  number = {18},
  pages = {13243-13252},
}