Estimating risk-neutral density with parametric models in interest rate markets (Q3182649)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating risk-neutral density with parametric models in interest rate markets |
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Estimating risk-neutral density with parametric models in interest rate markets (English)
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12 October 2009
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risk-neutral density
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real-world density
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power utility function
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generalized beta distribution
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generalized gamma distribution
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Burr3 distribution
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caps and floors
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