Risk-Neutral Density Recovery via Spectral Analysis (Q2873144)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Neutral Density Recovery via Spectral Analysis |
scientific article |
Statements
Risk-Neutral Density Recovery via Spectral Analysis (English)
0 references
23 January 2014
0 references
risk-neutral density
0 references
nonparametric estimation
0 references
singular value decomposition
0 references
spectral analysis
0 references
quadratic programming
0 references
