Härdle, Wolfgang (contributor); … - 2005
University Prague, Faculty of Mathematics and Physics
Department of Probability and Mathematical Statistics,
Czech Republic …
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http://sfb649 … 8, Czech Republic
Abstract
State price densities (SPD) are an important element in applied quan-
titative finance. In a …