State price density estimation via nonparametric mixtures (Q985015)

From MaRDI portal
scientific article
Language Label Description Also known as
English
State price density estimation via nonparametric mixtures
scientific article

    Statements

    State price density estimation via nonparametric mixtures (English)
    0 references
    0 references
    0 references
    20 July 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    Black-Scholes equation
    0 references
    European call options
    0 references
    nonparametric mixture
    0 references
    state price density
    0 references
    0 references