Nonparametric statistical methods and the pricing of derivative securities.
Kiesel, Rüdiger
Journal of Applied Mathematics and Decision Sciences, Tome 6 (2002), p. 1-22 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1173912602000019
EUDML-ID : urn:eudml:doc:122591 
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     title = {Nonparametric statistical methods and the pricing of derivative securities.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {6},
     year = {2002},
     pages = {1-22},
     doi = {10.1155/S1173912602000019},
     zbl = {1010.91049},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01791693}
}

Kiesel, Rüdiger. Nonparametric statistical methods and the pricing of derivative securities.. Journal of Applied Mathematics and Decision Sciences, Tome 6 (2002) pp. 1-22. doi : 10.1155/S1173912602000019. http://gdmltest.u-ga.fr/item/01791693/