SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497)
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scientific article; zbMATH DE number 6790987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION |
scientific article; zbMATH DE number 6790987 |
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SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (English)
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13 October 2017
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pricing kernel
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risk neutral density
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ill-posed problems
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Kullback-Leibler divergence
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