Work

Nonparametric Estimation of Risk-Neutral Densities

Year: 2011

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-642-17254-0_11

Authors: Maria Grith, Wolfgang Karl Härdle, Melanie Schienle

Institution: Humboldt-Universität zu Berlin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1534263342

FWCI: 8.895

Cites: 53

Cited by: 28

Related to: 10