Implied volatility and state price density estimation: arbitrage analysis (Q1789634): Difference between revisions
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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)
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10 October 2018
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option pricing
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implied volatility
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state price density
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no-arbitrage conditions
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local polynomial smoothing
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