Pages that link to "Item:Q2180297"
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The following pages link to Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297):
Displaying 5 items.
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Risk-neutral density recovery via spectral analysis (Q2873144) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)