On empirical likelihood option pricing

Keyphrases

• Option Pricing 100%
• Nonparametric Methods 100%
• Empirical Likelihood 100%
• Stochastic Processes 50%
• Higher-order Moments 50%
• Pricing Options 50%
• Stochastic Volatility 50%
• Black-Scholes Model 50%
• Classical Model 50%
• Golden Standard 50%
• Financial Industry 50%
• Jump Volatility 50%
• Pricing Derivatives 50%
• Blockwise Empirical Likelihood 50%

Mathematics

• Option Pricing 100%
• Empirical Likelihood 100%
• Nonparametric Method 100%
• Method Performs 50%
• Classical Model 50%
• Empirical Likelihood Method 50%
• Stochastic Volatility 50%
• Parametric 50%
• Stochastic Process 50%
• Real Data 50%

Economics, Econometrics and Finance

• Pricing 100%
• Volatility 50%
• Specific Industry 50%
• Derivative Pricing 50%