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EOR
2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity

13 years 11 months ago
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Ana Margarida Monteiro, Reha H. Tütünc&u
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where EOR
Authors Ana Margarida Monteiro, Reha H. Tütüncü, Luís N. Vicente
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