This post is a follow-up to my previous posts on semi-parametric option pricing. A link to the study (accepted for presentation at the osQF 2026 conference) is provided at the end of this post.
This post is a follow-up to my previous posts on semi-parametric option pricing.
Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference)
A link to the study (accepted for presentation at the osQF 2026 conference) is provided at the end of this post.
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This post is a follow-up to my previous posts on semi-parametric option pricing. A link to the study (accepted for presentation at the osQF 2026 conference) is provided at the end of this post. Semi-parametric option pricing based on underlying's historical data (accepted at the osQF 2026 (ex R/Finance) conference)
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