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Search: subject:"Risk-neutral moment estimators"
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Bakshi, Kapadia, and Madan (2003)
risk-neutral
moment
estimators
: a Gram-Charlier density approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
Saved in:
2
Bakshi, Kapadia, and Madan (2003)
risk-neutral
moment
estimators
: an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
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