{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,8]],"date-time":"2024-08-08T14:40:03Z","timestamp":1723128003037},"reference-count":0,"publisher":"Informa UK Limited","issue":"1","license":[{"start":{"date-parts":[[2002,1,1]],"date-time":"2002-01-01T00:00:00Z","timestamp":1009843200000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics and Decision Sciences"],"published-print":{"date-parts":[[2002,1,1]]},"abstract":"<jats:p>In this review paper we summarise several nonparametric methods recently\napplied to the pricing of financial options. After a short introduction to martingale-based\noption pricing theory, we focus on two possible fields of application for nonparametric\nmethods: the estimation of risk-neutral probabilities and the estimation of the dynamics\nof the underlying instruments in order to construct an internally consistent model.<\/jats:p>","DOI":"10.1155\/s1173912602000019","type":"journal-article","created":{"date-parts":[[2007,3,8]],"date-time":"2007-03-08T07:44:28Z","timestamp":1173339868000},"page":"1-22","source":"Crossref","is-referenced-by-count":1,"title":["Nonparametric statistical methods and the pricing of derivative securities"],"prefix":"10.1080","volume":"6","author":[{"given":"R\u00fcdiger","family":"Kiesel","sequence":"first","affiliation":[{"name":"Department of Statistics, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK"}]}],"member":"301","container-title":["Journal of Applied Mathematics and Decision Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/archive\/2002\/935436.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/2002\/935436.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,8]],"date-time":"2024-08-08T14:23:07Z","timestamp":1723126987000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/ads\/2002\/935436\/abs\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,1,1]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2002,1,1]]}},"alternative-id":["935436"],"URL":"https:\/\/doi.org\/10.1155\/s1173912602000019","relation":{},"ISSN":["1173-9126"],"issn-type":[{"type":"print","value":"1173-9126"}],"subject":[],"published":{"date-parts":[[2002,1,1]]}}}