Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239)
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scientific article; zbMATH DE number 6429499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails |
scientific article; zbMATH DE number 6429499 |
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Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (English)
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23 April 2015
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risk neutral distribution
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numerical method
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option pricing
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optimization
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