Dynamic semiparametric factor models in risk neutral density estimation (Q5962990)
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scientific article; zbMATH DE number 6545778
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| English | Dynamic semiparametric factor models in risk neutral density estimation |
scientific article; zbMATH DE number 6545778 |
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Dynamic semiparametric factor models in risk neutral density estimation (English)
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25 February 2016
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dynamic factor models
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dimension reduction
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risk neutral density
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