Bu, Ruijun ORCID: 0000-0002-3947-3038 and Hadri, Kaddour
(2007)
Estimating option implied risk‐neutral densities using spline and hypergeometric functions.
The Econometrics Journal, 10 (2).
216 - 244.
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Bu and Hadri (2007) Option Implied Densities.pdf - Accepted Version Download (289kB) |
Item Type: | Article |
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Depositing User: | Symplectic Admin |
Date Deposited: | 17 Oct 2016 08:59 |
Last Modified: | 26 Apr 2022 09:12 |
DOI: | 10.1111/j.1368-423x.2007.00206.x |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3003792 |
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