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Third-order extensions of Lo's semiparametric bound for European call options.
Luis Fernando Zuluaga
Javier Peña
Donglei Du
Published in:
Eur. J. Oper. Res. (2009)
Keyphrases
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semi parametric
density estimation
statistical inference
upper bound
regression model
least squares
constrained optimization
regression problems
worst case
parametric models
prior information
statistical learning
bayesian inference
neural network
prior knowledge
lower bound
data mining