Risk neutral density estimation with a functional linear model
Year of publication: |
2023
|
---|---|
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
|
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 |
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