Nonparametric estimation of risk-neutral distribution via the empirical Esscher transform
Manoel Pereira, Alvaro Veiga
| Alternative title: | Estimação não paramétrica da distribuição neutra ao risco através da transformada de Esscher empírica |
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| Year of publication: |
April-June 2017
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| Authors: | Pereira, Manoel ; Veiga, Alvaro |
| Subject: | Nonparametric estimation | risk-neutral distribution | option pricing | empirical Esscher transform | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896819