Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667)
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scientific article; zbMATH DE number 5213443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating option implied risk‐neutral densities using spline and hypergeometric functions |
scientific article; zbMATH DE number 5213443 |
Statements
Estimating option implied risk‐neutral densities using spline and hypergeometric functions (English)
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21 November 2007
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risk-neutral density
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natural spline
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hypergeometric functions
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root mean integrated squared error
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0.9201308
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0.91048974
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0.8788046
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0.8717097
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0.8645717
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0.8614991
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0.8609243
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