Pages that link to "Item:Q1671251"
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The following pages link to Shape constrained risk-neutral density estimation by support vector regression (Q1671251):
Displaying 5 items.
- A constrained least squares regression model (Q781860) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Risk-neutral density recovery via spectral analysis (Q2873144) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)