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Search: subject:"risk neutral density"
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Nonparametric statistics
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
Prognoseverfahren
8
Risikoaversion
8
Stochastic process
8
Stochastischer Prozess
8
option pricing
8
Derivat
7
Derivative
7
Estimation theory
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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English
8
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Monteiro, Ana M.
2
Belomestny, Denis
1
Bian, Timothy Yang
1
Carrasco, Marine
1
Cortés, Lina M.
1
Härdle, Wolfgang
1
Krymova, Ekaterina
1
Kumar, Sumit
1
Kundu, Arindam
1
Mora-Valencia, Andrés
1
Perote, Javier
1
Santos, Antonio A. F.
1
Santos, António A. F.
1
Schlögl, Erik
1
Tomar, Nutan Kumar
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Tsafack, Idriss
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Wang, Tianyi
1
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Computational economics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance research letters
1
International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
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:
3
Measuring investors’ risk aversion in China’s stock market
Bian, Timothy Yang
;
Wang, Tianyi
;
Zhou, Zipeng
- In:
Finance research letters
42
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
Saved in:
4
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:
5
Retrieving the implicit
risk
neutral
density
of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
6
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:
7
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:
8
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
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