Pages that link to "Item:Q5427667"
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The following pages link to Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667):
Displaying 13 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia* (Q3374843) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
- Monotonicity of three kinds of functions involving the Gaussian hypergeometric function (Q6179275) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
