Sieve estimation of option-implied state price density (Q2043257)
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scientific article; zbMATH DE number 7376509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sieve estimation of option-implied state price density |
scientific article; zbMATH DE number 7376509 |
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Sieve estimation of option-implied state price density (English)
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30 July 2021
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state price density
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high-frequency data
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inverse problem
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Tikhonov regularization
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