Nonparametric estimation of state price densities: Option pricing applications


Autoria(s): Gray, S. F.; Macksey, A. J.
Data(s)

01/01/2002

Identificador

http://espace.library.uq.edu.au/view/UQ:97219

Publicador

AAANZ

Palavras-Chave #EX #350302 Financial Econometrics #720299 Microeconomic issues not elsewhere classified
Tipo

Conference Paper