Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions

Autoria(s): Hadri, Kaddour
Data(s)

01/07/2007
Identificador

http://pure.qub.ac.uk/portal/en/publications/estimating-option-implied-riskneutral-densities-using-spline-and-hypergeometric-functions(fecc0826-def9-4b61-8553-81e1af374bbb).html
Idioma(s)

eng
Direitos

info:eu-repo/semantics/restrictedAccess
Fonte

Hadri , K 2007 , ' Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions ' Econometrics Journal , vol 10(2) 216-244 , no. 2 , pp. 216-244 .
Palavras-Chave #/dk/atira/pure/subjectarea/asjc/2000/2002 #Economics and Econometrics
Tipo

article
Acesso ao item digital