Pages that link to "Item:Q3182649"
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The following pages link to Estimating risk-neutral density with parametric models in interest rate markets (Q3182649):
Displaying 8 items.
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)