Nonparametric estimation of risk-neutral densities

Grith, Maria ; Härdle, Wolfgang ; Schienle, Melanie

Document Type: Book chapter
Year of publication: 2012
Book title: Handbook of computational finance
Page range: 277-305
Author/Publisher of the book
(only the first ones mentioned)
Duan, Jin-Chuan
Place of publication: Berlin ; Heidelberg
Publishing house: Springer
ISBN: 978-3-642-17253-3 , 978-3-642-17254-0
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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Grith, Maria ; Härdle, Wolfgang ; Schienle, Melanie (2012) Nonparametric estimation of risk-neutral densities. Duan, Jin-Chuan Handbook of computational finance Berlin ; Heidelberg 277-305 [Book chapter]

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