Estimating option implied risk neutral densities using spline and bypergeometric functions
Bu, Ruijun and Hadri, Kaddour
Estimating option implied risk neutral densities using spline and bypergeometric functions J8302 2007 - 2007 - 216-244 V. 10 Issue. 2
Econometrics
Risl neutral density;Natural spline;Hypergeometric functions;Root mean integrated squared error;
Estimating option implied risk neutral densities using spline and bypergeometric functions J8302 2007 - 2007 - 216-244 V. 10 Issue. 2
Econometrics
Risl neutral density;Natural spline;Hypergeometric functions;Root mean integrated squared error;