| 000 | 00565nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aRuijun,Bu and Kaddour, hadri | ||
| 240 | _aEconometric Journal | ||
| 245 | _aEstimating option implied risk neutral densities using spline and hypergeometric functions | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 2 _a216 - 244 |
||
| 366 | _b2007 | ||
| 650 | _aEconometrics | ||
| 653 | _aRisk neutral density;Natural spline;Hypergeometric functions;Root mean integrated squared error | ||
| 942 | _cJA | ||
| 999 |
_c43545 _d43545 |
||