Comparison of methods to estimate option implied risk-neutral densities (Q5247238)
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scientific article; zbMATH DE number 6429498
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| English | Comparison of methods to estimate option implied risk-neutral densities |
scientific article; zbMATH DE number 6429498 |
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Comparison of methods to estimate option implied risk-neutral densities (English)
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23 April 2015
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risk neutral distributions
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financial options
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applied mathematical finance
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Monte Carlo methods
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0.7314158082008362
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0.7163776159286499
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0.7025271654129028
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0.6977173089981079
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0.6909244656562805
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