State price density estimation with an application to the recovery theorem
Year of publication: |
2023
|
---|---|
Authors: | Sanford, Anthony |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 1, p. 97-115
|
Subject: | contingent state pricing | implied probabilities | recovery theorem | risk neutral density |
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