State price density estimation via nonparametric mixtures (Q985015)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: State price density estimation via nonparametric mixtures |
scientific article; zbMATH DE number 5758447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | State price density estimation via nonparametric mixtures |
scientific article; zbMATH DE number 5758447 |
Statements
State price density estimation via nonparametric mixtures (English)
0 references
20 July 2010
0 references
Black-Scholes equation
0 references
European call options
0 references
nonparametric mixture
0 references
state price density
0 references
0 references
0.8423821926116943
0 references
0.8338987231254578
0 references
0.8164865970611572
0 references
0.8100103735923767
0 references
0.7963423132896423
0 references
