Estimating option implied risk‐neutral densities using spline and hypergeometric functions

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). pp. 216-244.

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Bu and Hadri (2007) Option Implied Densities.pdf - Author Accepted Manuscript
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Official URL: http://dx.doi.org/10.1111/j.1368-423x.2007.00206.x

Item Type:	Article
Additional Information:	## TULIP Type: Articles/Papers (Journal) ##
Depositing User:	Symplectic Admin
Date Deposited:	17 Oct 2016 08:59
Last Modified:	19 Jan 2023 07:29
DOI:	10.1111/j.1368-423x.2007.00206.x
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3003792