Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151)
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scientific article; zbMATH DE number 7617765
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| English | Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach |
scientific article; zbMATH DE number 7617765 |
Statements
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (English)
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16 November 2022
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risk-neutral moment estimators
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Gram-Charlier densities
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skewness
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kurtosis
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0.8775204
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0.8397792
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0.8244834
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0.81674904
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0.81101334
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0.80528116
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0.8007896
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0.79637986
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0.7936828
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