Dynamics of state price densities (Q302157)

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Dynamics of state price densities
scientific article

    Statements

    title
    Dynamics of state price densities (English)
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    author
    Zdeněk Hlávka
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    Wolfgang Karl Härdle
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    publication date
    4 July 2016
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    zbMATH Keywords
    option pricing
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    state price density
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    nonlinear least squares
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    constrained estimation
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G07
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    62J02
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    91G20
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    zbMATH DE Number
    6600688
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    OpenAlex ID
    W2073874583
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