Work

Robust Estimation of Shape-Constrained State Price Density Surfaces

Year: 2015

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2015.22.3.056

Author: Markus Ludwig

Institution: University of Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122879729

FWCI: 3.829

Cites: 72

Cited by: 22

Related to: 10