Nonparametric option pricing under shape restrictions:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2002
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8944 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 37, [12] S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV023588965 | ||
| 003 | DE-604 | ||
| 005 | 20090325 | ||
| 007 | t | ||
| 008 | 970702s2002 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)50003769 | ||
| 035 | |a (DE-599)BVBBV023588965 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 |a DE-19 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Aït-Sahalia, Yacine |e Verfasser |0 (DE-588)128764465 |4 aut | |
| 245 | 1 | 0 | |a Nonparametric option pricing under shape restrictions |c Yacine Ait-Sahalia ; Jefferson Duarte |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2002 | |
| 300 | |a 37, [12] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8944 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Nonparametric statistics | |
| 650 | 4 | |a Options (Finance) |x Econometric models | |
| 700 | 1 | |a Duarte, Jefferson |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8944 |w (DE-604)BV002801238 |9 8944 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w8944.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016904297 | ||
Record in the Search Index
| _version_ | 1804138243531210752 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Aït-Sahalia, Yacine Duarte, Jefferson |
| author_GND | (DE-588)128764465 |
| author_facet | Aït-Sahalia, Yacine Duarte, Jefferson |
| author_role | aut aut |
| author_sort | Aït-Sahalia, Yacine |
| author_variant | y a s yas j d jd |
| building | Verbundindex |
| bvnumber | BV023588965 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)50003769 (DE-599)BVBBV023588965 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01391nam a2200373zcb4500</leader><controlfield tag="001">BV023588965</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090325 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">970702s2002 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)50003769</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023588965</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Aït-Sahalia, Yacine</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128764465</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonparametric option pricing under shape restrictions</subfield><subfield code="c">Yacine Ait-Sahalia ; Jefferson Duarte</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">37, [12] S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8944</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estimation theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Nonparametric statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Duarte, Jefferson</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8944</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8944</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w8944.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016904297</subfield></datafield></record></collection> |
| id | DE-604.BV023588965 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:24Z |
| indexdate | 2024-07-09T21:25:06Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016904297 |
| oclc_num | 50003769 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 37, [12] S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Nonparametric option pricing under shape restrictions Yacine Ait-Sahalia ; Jefferson Duarte Cambridge, Mass. National Bureau of Economic Research 2002 37, [12] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8944 Ökonometrisches Modell Estimation theory Nonparametric statistics Options (Finance) Econometric models Duarte, Jefferson Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8944 (DE-604)BV002801238 8944 http://papers.nber.org/papers/w8944.pdf kostenfrei Volltext |
| spellingShingle | Aït-Sahalia, Yacine Duarte, Jefferson Nonparametric option pricing under shape restrictions National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Estimation theory Nonparametric statistics Options (Finance) Econometric models |
| title | Nonparametric option pricing under shape restrictions |
| title_auth | Nonparametric option pricing under shape restrictions |
| title_exact_search | Nonparametric option pricing under shape restrictions |
| title_exact_search_txtP | Nonparametric option pricing under shape restrictions |
| title_full | Nonparametric option pricing under shape restrictions Yacine Ait-Sahalia ; Jefferson Duarte |
| title_fullStr | Nonparametric option pricing under shape restrictions Yacine Ait-Sahalia ; Jefferson Duarte |
| title_full_unstemmed | Nonparametric option pricing under shape restrictions Yacine Ait-Sahalia ; Jefferson Duarte |
| title_short | Nonparametric option pricing under shape restrictions |
| title_sort | nonparametric option pricing under shape restrictions |
| topic | Ökonometrisches Modell Estimation theory Nonparametric statistics Options (Finance) Econometric models |
| topic_facet | Ökonometrisches Modell Estimation theory Nonparametric statistics Options (Finance) Econometric models |
| url | http://papers.nber.org/papers/w8944.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT aitsahaliayacine nonparametricoptionpricingundershaperestrictions AT duartejefferson nonparametricoptionpricingundershaperestrictions |