Nonparametric estimation of risk-neutral densities


Grith, Maria ; Härdle, Wolfgang ; Schienle, Melanie



DOI: https://doi.org/10.1007/978-3-642-17254-0_11
URL: https://link.springer.com/chapter/10.1007/978-3-64...
Document Type: Book chapter
Year of publication: 2012
Book title: Handbook of computational finance
Page range: 277-305
Publisher: 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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