Estimating option implied risk-neutral densities using...

Estimating option implied risk-neutral densities using spline and hypergeometric functions

Ruijun Bu, Kaddour Hadri
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Volume:
10
Year:
2007
Language:
english
Pages:
29
DOI:
10.1111/j.1368-423x.2007.00206.x
File:
PDF, 768 KB
english, 2007
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