Nonparametric statistical methods and the pricing of derivative securities.
Rüdiger KieselPublished in: Adv. Decis. Sci. (2002)
Keyphrases
- statistical methods
- financial markets
- statistical analysis
- computational methods
- machine learning
- statistical inference
- data driven
- probability density function
- biological data
- statistical approaches
- kernel density estimation
- statistical models
- statistical tests
- machine learning methods
- risk factors
- dynamic pricing
- stock market
- pricing model
- statistical analyses
- trading strategies
- portfolio management
- parametric models
- option pricing
- black scholes model
- density estimation
- mechanism design
- stock price
- data sets
- revenue management
- image sequences
- decision trees
- databases