Parametric Estimation of Risk Neutral Density Functions
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Publication:3112461
DOI10.1007/978-3-642-17254-0_10zbMath1229.91357MaRDI QIDQ3112461
Volker Krätschmer, Maria Grith
Publication date: 10 January 2012
Published in: Handbook of Computational Finance (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2010-045.pdf
91G70: Statistical methods; risk measures
91G20: Derivative securities (option pricing, hedging, etc.)
Cites Work
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