Pages that link to "Item:Q2330490"
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The following pages link to Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490):
Displaying 4 items.
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- (Q3641966) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)