Sieve estimation of option-implied state price density
type: Item
instance of: scholarly article
title: Sieve estimation of option-implied state price density
author: Junwen Lu
author: Zhongjun Qu
published in: Journal of Econometrics
publication date: 2021-07-30T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7376509
zbMATH Keywords: state price density
zbMATH Keywords: high-frequency data
zbMATH Keywords: inverse problem
zbMATH Keywords: Tikhonov regularization
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.03.003
OpenAlex ID: W3127834234
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DOI: 10.1016/J.JECONOM.2021.03.003
description: scientific article; zbMATH DE number 7376509