Work

Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options

Year: 1996

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Peter A. Abken, Dilip B. Madan, Buddhavarapu Sailesh Ramamurtie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1527969699

Cites: 18

Cited by: 49

Related to: 10