The shape of small sample biases in pricing kernel estimations (Q4555119)

From MaRDI portal
scientific article; zbMATH DE number 6981235
Language Label Description Also known as
English
The shape of small sample biases in pricing kernel estimations
scientific article; zbMATH DE number 6981235

    Statements

    The shape of small sample biases in pricing kernel estimations (English)
    0 references
    19 November 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    small sample bias
    0 references
    pricing kernel puzzle
    0 references
    implied volatility
    0 references
    kernel density estimation
    0 references
    0 references