Estimation of risk-neutral densities using positive convolution approximation (Q1398970): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
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English | Estimation of risk-neutral densities using positive convolution approximation |
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Estimation of risk-neutral densities using positive convolution approximation (English)
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7 August 2003
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risk-neutral density
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nonparametric estimation
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option valuation
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