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

AuthID
 P-003-YRV
3
Author(s)
Document Type
Article
Year published
2008
Published
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, ISSN: 0377-2217
Volume: 187, Issue: 2, Pages: 525-542 (18)
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Wos®
Scopus®
Crossref®22
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-36049031749
Wos: WOS:000251892200014
Source Identifiers
ISSN: 0377-2217
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