Nonparametric state price density estimation using constrained least squares and the bootstrap
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Publication:275252
DOI10.1016/j.jeconom.2005.06.031zbMath1345.62130MaRDI QIDQ275252
Wolfgang Karl Härdle, Adonis John Yatchew
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.031
62G07: Density estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
91G20: Derivative securities (option pricing, hedging, etc.)
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