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Direct Semi-Parametric Estimation of the State Price Densit..:
Frasso, Gianluca
;
Eilers, Paul H.C.
Journal of Business & Economic Statistics. 40 (2021) 3 - p. 1179-1190 , 2021
Link:
https://doi.org/10.1080/07350015.2021.1906686
RT Journal T1 <Title>Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2021.1906686&Exemplar=1&LAN=DE A1 Frasso, Gianluca A1 Eilers, Paul H.C. PB Informa UK Limited YR 2021 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 40 IS 3 SP 1179 OP 1190 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2021.1906686 DO https://doi.org/10.1080/07350015.2021.1906686 SF ELIB - SuUB Bremen
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