Estimation of risk-neutral densities using positive convolution approximation (Q1398970): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions
+Normal rank
@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
+Normal rank
@@ Property / cites work @@
+Nonparametric option pricing under shape restrictions
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and hedging derivative securities with neural networks and a homogeneity hint
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
+Normal rank
@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863755
@@ Property / cites work: Q4863755 / rank @@
+Normal rank