Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297): Difference between revisions
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Revision as of 06:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints |
scientific article |
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Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (English)
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13 May 2020
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kernel functions
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local polynomials
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no-arbitrage constraints
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option prices
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risk-neutral density
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