Pages that link to "Item:Q2343744"
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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 13 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)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← 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)
- Detecting and Repairing Arbitrage in Traded Option Prices (Q4994674) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
- Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
- A two-step framework for arbitrage-free prediction of the implied volatility surface (Q6158370) (← links)