Pages that link to "Item:Q2294444"
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The following pages link to Nonparametric filtering of conditional state-price densities (Q2294444):
Displaying 7 items.
- Dynamics of state price densities (Q302157) (← links)
- Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)