Estimation of risk-neutral densities using positive convolution approximation (Q1398970)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of risk-neutral densities using positive convolution approximation |
scientific article |
Statements
Estimation of risk-neutral densities using positive convolution approximation (English)
0 references
7 August 2003
0 references
risk-neutral density
0 references
nonparametric estimation
0 references
option valuation
0 references
0 references
