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Search: subject:"Smoothed implied volatility smile"
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Hypergeometric functions
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Risk-neutral density
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Smoothed implied volatility smile
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Bu, Ruijun
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Hadri, Kaddour
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Regional and International Economic Development Group, Management School
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Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
Bu, Ruijun
;
Hadri, Kaddour
-
Regional and International Economic Development Group, …
-
2005
(RNDs) - the
smoothed
implied
volatility
smile
method (SML) and the density functionals based on the confluent …
Persistent link: https://www.econbiz.de/10005077252
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