Estimation of Asset Distributions from Option Prices:...

Estimation of Asset Distributions from Option Prices: Analysis and Regularization

Rodriguez, J. Orozco, Santosa, F.
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Volume:
3
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/100813245
Date:
May, 2012
File:
PDF, 758 KB
english, 2012
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