Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints

AuthID
 P-00Q-C54
2
Author(s)
Santos, AAF
Document Type
Article
Year published
2020
Published
in REVIEW OF DERIVATIVES RESEARCH, ISSN: 1380-6645
Volume: 23, Issue: 1, Pages: 41-61 (21)
Indexing
Wos®
Scopus®
Crossref®4
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-85063215552
Wos: WOS:000522207200002
Source Identifiers
ISSN: 1380-6645
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