State price density estimation with an application to the recovery theorem
Anthony Sanford
| Year of publication: |
2023
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|---|---|
| Authors: | Sanford, Anthony |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 1, p. 97-115
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| Subject: | contingent state pricing | implied probabilities | recovery theorem | risk neutral density | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288863