Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: A Gram–Charlier density approach
Crossref DOI link: https://doi.org/10.1007/s11147-022-09187-x
Published Online: 2022-06-21
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aschakulporn, Pakorn http://orcid.org/0000-0001-5514-4384
Zhang, Jin E. http://orcid.org/0000-0002-8556-474X
Funding for this research was provided by:
University of Otago
Text and Data Mining valid from 2022-06-21
Version of Record valid from 2022-06-21
Article History
Accepted: 6 May 2022
First Online: 21 June 2022