"Hedging option contracts with locally weighted regression, functional data ..."

Jae-Yun Jun, Yves Rakotondratsimba (2020)

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DOI: 10.1109/ICAIIC48513.2020.9065012

access: closed

type: Conference or Workshop Paper

metadata version: 2020-05-04

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Jae-Yun Jun, Yves Rakotondratsimba:
Hedging option contracts with locally weighted regression, functional data analysis, and Markov chain Monte Carlo techniques. ICAIIC 2020: 538-543

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