State price densities implied from weather derivatives (Q495457): Difference between revisions

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+DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
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+Nonparametric option pricing under shape restrictions
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+Nonparametric risk management and implied risk aversion
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+Q3608239
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+On Monte Carlo methods for estimating ratios of normalizing constants
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+Option Pricing With Model-Guided Nonparametric Methods
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+Mixtures of \(t\)-distributions for finance and forecasting
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+Dynamics of state price densities
@@ Property / cites work: Dynamics of state price densities / rank @@
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+The Implied Market Price of Weather Risk
@@ Property / cites work: The Implied Market Price of Weather Risk / rank @@
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+Nonparametric and semiparametric models.
@@ Property / cites work: Nonparametric and semiparametric models. / rank @@
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+Q4727203
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+Q3126370
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+Nonparametric state price density estimation using constrained least squares and the bootstrap
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+State price density estimation via nonparametric mixtures
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