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Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices - MaRDI portal

Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices

From MaRDI portal
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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