Nonparametric Regression Via Higher Degree F-Transform for Implied Volatility Surface Estimation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86099711" target="_blank" >RIV/61989100:27510/16:86099711 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Nonparametric Regression Via Higher Degree F-Transform for Implied Volatility Surface Estimation
Original language description
Nonparametric Regression Via Higher Degree F-Transform for Implied Volatility Surface Estimation Nonparametric Regression Via Higher Degree F-Transform for Implied Volatility Surface Estimation Nonparametric Regression Via Higher Degree F-Transform for Implied Volatility Surface Estimation
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA16-09541S" target="_blank" >GA16-09541S: Robust numerical schemes for pricing of selected options under various market conditions</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
34th International Conference Mathematical Methods in Economics (MME) : proceedings papers
ISBN
978-80-7494-296-9
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
277-282
Publisher name
Technická univerzita Liberec
Place of publication
Liberec
Event location
Liberec
Event date
Sep 6, 2016
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000385239500048