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"Implied volatility and state price density estimation: arbitrage analysis."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Milos Kopa et al. (2017)

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DOI: 10.1007/S10287-017-0283-8

access: closed

type: Journal Article

metadata version: 2023-09-30

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Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych:
Implied volatility and state price density estimation: arbitrage analysis. Comput. Manag. Sci. 14(4): 559-583 (2017)

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