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~person:"Bai, Xi"
~person:"Peyronne, Clément"
~person:"Tütüncü, Reha H."
~subject:"Option pricing theory"
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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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