Pages that link to "Item:Q4561981"
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The following pages link to DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981):
Displaying 5 items.
- Mixtures of \(t\)-distributions for finance and forecasting (Q292151) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
