Selected paper

Vlachý, Jan
Designing and Applying a Nonparametric Option Valuation Model
Year: 2016
Volume: 7
Issue: 1
Pages: 50-61
JEL: C14, G13
DOI: 10.5817/FAI2016-1-3


option pricing, nonparametric simulation, inefficient markets, Warsaw Stock Exchange, WIG 20 Index



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