Recovering the real-world density and liquidity premia from option data (Q5001196)
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scientific article; zbMATH DE number 7372455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovering the real-world density and liquidity premia from option data |
scientific article; zbMATH DE number 7372455 |
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Recovering the real-world density and liquidity premia from option data (English)
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16 July 2021
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real-world density
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liquidity premia
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local volatility model
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non-parametric estimation
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simulated maximum likelihood
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