Pages that link to "Item:Q5745649"

The following pages link to Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (Q5745649):

Displayed 2 items.

• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) ‎ (← links)
• Sieve estimation of option-implied state price density (Q2043257) ‎ (← links)