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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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:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3003792