000 | 00617nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aBu, Ruijun and Hadri, Kaddour | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aEstimating option implied risk neutral densities using spline and bypergeometric functions | ||
246 |
_aJ8302 _f2007 |
||
260 | _c2007 | ||
300 |
_bV. 10 _cIssue. 2 _a216-244 |
||
366 | _b2007 | ||
366 | _bJuly | ||
650 | _aEconometrics | ||
653 | _aRisl neutral density;Natural spline;Hypergeometric functions;Root mean integrated squared error; | ||
942 | _cJA | ||
999 |
_c42719 _d42719 |