Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing, SFB 649 Discussion Paper 2006-069

Abstract

Constrained general regression in pseudo-Sobolev spaces with application to option pricing.

Keywords

• Constrained
• General
• Regression
• Pseudo-Sobolev
• Spaces
• Application
• Option
• Pricing
• Discussion
• Paper
• 2006-069