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Estimating option implied risk neutral densities using spline and hypergeometric functions

Ruijun,Bu and Kaddour, hadri

Estimating option implied risk neutral densities using spline and hypergeometric functions 2007 - 2007 - 216 - 244 V. 10 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Risk neutral density;Natural spline;Hypergeometric functions;Root mean integrated squared error

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