Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions

Research output: Contribution to journalArticlepeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)216-244
Number of pages29
JournalEconometrics Journal
Volume10(2) 216-244
Issue number2
Publication statusPublished - Jul 2007

ASJC Scopus subject areas

  • Economics and Econometrics

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