Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
Crossref DOI link: https://doi.org/10.1007/s11147-019-09156-x
Published Online: 2019-03-20
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Monteiro, Ana M.
Santos, Antonio A. F.
Text and Data Mining valid from 2019-03-20
Article History
First Online: 20 March 2019