Risk neutral density estimation with a functional linear model
Marine Carrasco and Idriss Tsafack
| Year of publication: |
2023
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|---|---|
| Authors: | Carrasco, Marine ; Tsafack, Idriss |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 133-157
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| Subject: | Risk neutral density | option pricing | regularization | functionalregression | Landweber-Fridman | nonparametric | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoneutralität | Risk neutrality | Risiko | Risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014315199