Pages that link to "Item:Q1398970"
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The following pages link to Estimation of risk-neutral densities using positive convolution approximation (Q1398970):
Displayed 11 items.
- Variance trading and market price of variance risk (Q469575) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Variance Swaps on Defaultable Assets and Market Implied Time-Changes (Q2813077) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)