State price density estimation with an application to the recovery theorem (Q6039126)
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scientific article; zbMATH DE number 7681762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State price density estimation with an application to the recovery theorem |
scientific article; zbMATH DE number 7681762 |
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State price density estimation with an application to the recovery theorem (English)
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3 May 2023
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contingent state pricing
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implied probabilities
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recovery theorem
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risk neutral density
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