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

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 04:13, 5 March 2024

scientific article
Language Label Description Also known as
English
Estimation of risk-neutral densities using positive convolution approximation
scientific article

    Statements

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