Recovering Risk-Neutral Probability Density Functions from Options Prices Using Cubic Splines and Ensuring Nonnegativity

AuthID
 P-003-YRV
3
Author(s)
Tipo de Documento
Article
Year published
2008
Publicado
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, ISSN: 0377-2217
Volume: 187, Número: 2, Páginas: 525-542 (18)
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Scopus®
Crossref®22
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Publication Identifiers
SCOPUS: 2-s2.0-36049031749
Wos: WOS:000251892200014
Source Identifiers
ISSN: 0377-2217
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