Universal arbitrage-free estimation of state price density
Year of publication: |
2021
|
---|---|
Authors: | Hu, Qi ; Newton, David P. |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 28.2021, 3, p. 35-59
|
Subject: | Derivatives | options | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
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