Risk-neutral density recovery via spectral analysis (Q2873144)
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scientific article; zbMATH DE number 6249476
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-neutral density recovery via spectral analysis |
scientific article; zbMATH DE number 6249476 |
Statements
23 January 2014
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risk-neutral density
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nonparametric estimation
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singular value decomposition
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spectral analysis
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quadratic programming
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Risk-neutral density recovery via spectral analysis (English)
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0.7818059921264648
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0.7778910398483276
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0.7778910398483276
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0.7733575105667114
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