State price density estimation via nonparametric mixtures (Q985015)
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scientific article
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| English | State price density estimation via nonparametric mixtures |
scientific article |
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State price density estimation via nonparametric mixtures (English)
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20 July 2010
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Black-Scholes equation
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European call options
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nonparametric mixture
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state price density
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0.8423821926116943
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0.8338987231254578
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0.8164865970611572
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0.8100103735923767
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0.7963423132896423
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