Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
André Santos and João Guerra
| Year of publication: |
2020
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|---|---|
| Authors: | Santos, André ; Guerra, João |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 2, p. 41-64
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| Subject: | risk-neutral density | option pricing | Lévy processes | natural spline | hypergeometric function | Brazilian real exchange rate | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014335959