Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667): Difference between revisions

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+Nonparametric risk management and implied risk aversion
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+Do option markets correctly price the probabilities of movement of the underlying asset?
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+Estimation of risk-neutral densities using positive convolution approximation
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4772356
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