Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Haitao ; Zhao, Feng |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 11 (8.5.), p. 4335-4334
|