The following pages link to Dynamics of state price densities (Q302157):
Displaying 12 items.
- State price densities implied from weather derivatives (Q495457) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← 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)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
- Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices (Q6620938) (← links)
