Dynamics of State Price Densities
Year of publication: |
2005-04
|
---|---|
Authors: | Härdle, Wolfgang ; Hlavka, Zdenek |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | option pricing | state price density estimation | nonlinear least squares | confidence intervals |
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