Crossmark

Implied volatility and state price density estimation: arbitrage analysis

Crossref DOI link: https://doi.org/10.1007/s10287-017-0283-8

Published Online: 2017-07-07

Published Print: 2017-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kopa, Miloš

Vitali, Sebastiano

Tichý, Tomáš

Hendrych, Radek
Funding

Funding for this research was provided by:

Grantová Agentura České Republiky (13-25911S)

European Social Fund (CZ.1.07/2.3.00/20.0296)

SGS research project VSB-TU Ostrava (SP2015/15)
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License valid from 2017-07-07