The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions
From MaRDI portal
Publication:4359772
DOI10.2307/2171886zbMath1130.60303OpenAlexW1987682037MaRDI QIDQ4359772
Karim M. Abadir, Michael Rockinger
Publication date: 20 October 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171886
Related Items (3)
Estimation of risk-neutral densities using positive convolution approximation ⋮ Nonparametric estimation of American options' exercise boundaries and call prices ⋮ The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
This page was built for publication: The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions