Estimating option implied risk-neutral densities using spline and hypergeometric functions

✍ Scribed by Ruijun Bu; Kaddour Hadri

• Book ID: 110880050
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 768 KB
• Volume: 10
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2007.00206.x