Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conference)
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. Continue reading: Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conference)
The skinny
The skinny isn't ready yet — notes appear once the transcript is processed.