Recovering risk neutral densities from option prices : a new approach
Year of publication: |
2008
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Authors: | Rompolis, Leonidas S. ; Tzavalis, Elias |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 43.2008, 4, p. 1037-1053
|
Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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