Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion |
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Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (English)
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13 February 2008
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risk neutral density
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risk neutral moments
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Gram-Charlier expansion
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