Determining and benchmarking risk neutral distributions implied from option prices (Q300172): Difference between revisions

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+Annie A. M. Cuyt
@@ Property / author: Annie A. M. Cuyt / rank @@
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+W2043335167
@@ Property / OpenAlex ID: W2043335167 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Estimation of Asset Distributions from Option Prices: Analysis and Regularization
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+Information Theory and Statistical Mechanics
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