Pages that link to "Item:Q985015"
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The following pages link to State price density estimation via nonparametric mixtures (Q985015):
Displaying 4 items.
- State price densities implied from weather derivatives (Q495457) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
