Pages that link to "Item:Q1398970"
From MaRDI portal
The following pages link to Estimation of risk-neutral densities using positive convolution approximation (Q1398970):
Displayed 7 items.
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)