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Search: subject:"risk-neutral density"
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Estimation theory
Optionspreistheorie
52
Option pricing theory
48
Statistische Verteilung
41
Statistical distribution
36
Risk-neutral density
33
risk-neutral density
26
Volatilität
24
risk neutral density
24
Volatility
23
Option trading
19
Optionsgeschäft
19
Risk neutral density
18
Schätzung
15
Börsenkurs
11
Estimation
11
Nichtparametrisches Verfahren
11
Risiko
11
Theorie
11
Risk
10
Risk Neutral Density
10
Option pricing
9
Schätztheorie
9
Share price
9
Nonparametric statistics
8
Prognoseverfahren
8
Risikoaversion
8
Stochastic process
8
Stochastischer Prozess
8
option pricing
8
Derivat
7
Derivative
7
Event study
7
Geldpolitik
7
Monetary policy
7
Tail risk
7
Aktienoption
6
Cross Entropy
6
Finanzkrise
6
Option Implied Probability of Default
6
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7
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Monteiro, Ana M.
2
Belomestny, Denis
1
Carrasco, Marine
1
Hamidieh, Kam
1
Härdle, Wolfgang
1
Krymova, Ekaterina
1
Kumar, Sumit
1
Kundu, Arindam
1
Rosenberg, Joshua V.
1
Santos, Antonio A. F.
1
Santos, António A. F.
1
Tomar, Nutan Kumar
1
Tsafack, Idriss
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Computational economics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
International journal of theoretical and applied finance
1
Journal of risk
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Review of derivatives research
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The journal of futures markets
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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1
Option prices for
risk-neutral
density
estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
2
Risk
neutral
density
estimation with a functional linear model
Carrasco, Marine
;
Tsafack, Idriss
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 133-157)
.
2023
Persistent link: https://www.econbiz.de/10014315199
Saved in:
3
Conditional
risk-neutral
density
from option prices by local polynomial Kernel smoothing with no-arbitrage constraints
Monteiro, Ana M.
;
Santos, Antonio A. F.
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012229782
Saved in:
4
Option implied
risk-neutral
density
estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
5
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
6
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
7
Asset pricing puzzles : evidence from options markets
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447932
Saved in:
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