Pages that link to "Item:Q2343744"

The following pages link to Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744):

Displayed 7 items.

• Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) ‎ (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) ‎ (← links)
• Implied volatility and state price density estimation: arbitrage analysis (Q1789634) ‎ (← links)
• Arbitrage-free interpolation of call option prices (Q2173277) ‎ (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) ‎ (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) ‎ (← links)
• Functional Ross recovery: theoretical results and empirical tests (Q2338541) ‎ (← links)