Estimating implied PDFs from American options on futures : a new semiparametric approach
Year of publication: |
2002
|
---|---|
Authors: | Flamouris, Dimitris ; Giamouridis, Daniel |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 1, p. 1-30
|
Subject: | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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