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

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Latest revision as of 10:33, 30 July 2024

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Estimation of risk-neutral densities using positive convolution approximation
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    Estimation of risk-neutral densities using positive convolution approximation (English)
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    7 August 2003
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    risk-neutral density
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    nonparametric estimation
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    option valuation
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