Pages that link to "Item:Q3112461"
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The following pages link to Parametric Estimation of Risk Neutral Density Functions (Q3112461):
Displaying 3 items.
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)