Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386)
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scientific article; zbMATH DE number 7735386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel computational technique for the direct estimation of risk-neutral density using call price data quotes |
scientific article; zbMATH DE number 7735386 |
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Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (English)
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8 September 2023
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option pricing function
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Laplace transform
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Abel's summation formula
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optimization
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ridge regularization
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