Pages that link to "Item:Q2271662"
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The following pages link to Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662):
Displaying 12 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Peaks and jumps reconstruction with \(B\)-splines scaling functions (Q2253075) (← links)
- The use of action functionals within the quantum-like paradigm (Q2409685) (← links)
- Recovering implied minimum distance risk-neutral probability measures using GMD (Q2886045) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- Haar wavelets-based approach for quantifying credit portfolio losses (Q5245913) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
