Pages that link to "Item:Q275252"

The following pages link to Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252):

Displaying 17 items.

• Dynamics of state price densities (Q302157) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• State price densities implied from weather derivatives (Q495457) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
• State price density estimation via nonparametric mixtures (Q985015) (← links)
• Sieve estimation of option-implied state price density (Q2043257) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
• A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
• Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
• Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)