Pages that link to "Item:Q5427667"
From MaRDI portal
The following pages link to Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667):
Displayed 4 items.
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)