Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices
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Publication:6620938
DOI10.1080/07350015.2021.1906686zbMATH Open1547.62724MaRDI QIDQ6620938
Gianluca Frasso, Paul H. C. Eilers
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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