Comparison of methods to estimate option implied risk-neutral densities (Q5247238)
From MaRDI portal
scientific article; zbMATH DE number 6429498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of methods to estimate option implied risk-neutral densities |
scientific article; zbMATH DE number 6429498 |
Statements
Comparison of methods to estimate option implied risk-neutral densities (English)
0 references
23 April 2015
0 references
risk neutral distributions
0 references
financial options
0 references
applied mathematical finance
0 references
Monte Carlo methods
0 references
0 references
