Pages that link to "Item:Q2463504"

The following pages link to Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504):

Displaying 16 items.

• Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
• Modeling probability densities with sums of exponentials via polynomial approximation (Q495127) (← links)
• Estimation of risk-neutral density surfaces (Q645506) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach (Q2101966) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
• Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
• Spiral transitions (Q2422592) (← links)
• COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
• INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
• Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
• Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)