Recovering implied risk-neutral probability density function using SVR (Q3016950)
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scientific article; zbMATH DE number 5927048
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| English | Recovering implied risk-neutral probability density function using SVR |
scientific article; zbMATH DE number 5927048 |
Statements
19 July 2011
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support vector regression
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option prices
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implied risk-neutral probability
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linear operator equation
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nonparametric methods
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0.8011329770088196
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0.7672842741012573
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0.7644116282463074
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0.7595834136009216
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