Estimation of risk-neutral densities using positive convolution approximation (Q1398970)
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scientific article; zbMATH DE number 1961852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of risk-neutral densities using positive convolution approximation |
scientific article; zbMATH DE number 1961852 |
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Estimation of risk-neutral densities using positive convolution approximation (English)
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7 August 2003
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risk-neutral density
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nonparametric estimation
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option valuation
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