Implied volatility and state price density estimation: arbitrage analysis (Q1789634): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q250520 |
Changed an Item |
||
Property / author | |||
Property / author: Tomas Tichý / rank | |||
Normal rank |
Revision as of 21:54, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Implied volatility and state price density estimation: arbitrage analysis |
scientific article |
Statements
Implied volatility and state price density estimation: arbitrage analysis (English)
0 references
10 October 2018
0 references
option pricing
0 references
implied volatility
0 references
state price density
0 references
no-arbitrage conditions
0 references
local polynomial smoothing
0 references