Recovering implied minimum distance risk-neutral probability measures using GMD (Q2886045)
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scientific article; zbMATH DE number 6040867
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Recovering implied minimum distance risk-neutral probability measures using GMD |
scientific article; zbMATH DE number 6040867 |
Statements
1 June 2012
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Gaussian mixture distributions
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minimum distance
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Recovering implied minimum distance risk-neutral probability measures using GMD (English)
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0.7608351111412048
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0.7357367873191833
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0.7317682504653931
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0.7269173860549927
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