Pages that link to "Item:Q2470214"
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The following pages link to Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214):
Displaying 12 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- A class of risk neutral densities with heavy tails (Q5942936) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
