Option prices for risk‐neutral density estimation using nonparametric methods through big data and large‐scale problems
| Year of publication: |
2021
|
|---|---|
| Authors: | Monteiro, Ana M. ; Santos, António A. F. |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2021, 1 (20.08.), p. 152-171
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22258 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012632637