Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (Q5745649)
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scientific article; zbMATH DE number 6252532
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| English | Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market |
scientific article; zbMATH DE number 6252532 |
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Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (English)
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30 January 2014
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risk neutral distributions
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option pricing
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parameter estimation techniques
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goodness-of-fit tests
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inverse theory
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0.8071971535682678
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0.7939196228981018
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0.7479098439216614
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