Implied volatility and state price density estimation: arbitrage analysis (Q1789634): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:41, 5 March 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