Pages that link to "Item:Q964639"
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The following pages link to On extracting information implied in options (Q964639):
Displayed 5 items.
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)