Dynamics of state price densities (Q302157)
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scientific article; zbMATH DE number 6600688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamics of state price densities |
scientific article; zbMATH DE number 6600688 |
Statements
Dynamics of state price densities (English)
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4 July 2016
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option pricing
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state price density
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nonlinear least squares
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constrained estimation
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0.842466413974762
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0.8319132328033447
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0.8164865970611572
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0.8142741322517395
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0.8130279183387756
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