Pages that link to "Item:Q273640"
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The following pages link to A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640):
Displaying 4 items.
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- A class of risk neutral densities with heavy tails (Q5942936) (← links)