SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497)
From MaRDI portal
scientific article; zbMATH DE number 6790987
Language | Label | Description | Also known as |
---|---|---|---|
English | SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION |
scientific article; zbMATH DE number 6790987 |
Statements
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (English)
0 references
13 October 2017
0 references
pricing kernel
0 references
risk neutral density
0 references
ill-posed problems
0 references
Kullback-Leibler divergence
0 references
0 references