Risk-Neutral Density Recovery via Spectral Analysis (Q2873144): Difference between revisions
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Latest revision as of 10:24, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Neutral Density Recovery via Spectral Analysis |
scientific article |
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Risk-Neutral Density Recovery via Spectral Analysis (English)
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23 January 2014
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risk-neutral density
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nonparametric estimation
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singular value decomposition
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spectral analysis
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quadratic programming
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