Pages that link to "Item:Q275252"
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The following pages link to Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252):
Displaying 24 items.
- Dynamics of state price densities (Q302157) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← 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)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- Representation theorem for convex nonparametric least squares (Q3521277) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES (Q5207495) (← links)
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084) (← links)
- Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
- Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices (Q6620938) (← links)
