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"Retrieving risk neutral densities based on risk neutral moments through a ..."

Leonidas S. Rompolis, Elias Tzavalis (2007)

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DOI: 10.1016/J.MCM.2006.12.021

access: open

type: Journal Article

metadata version: 2021-02-17

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Leonidas S. Rompolis, Elias Tzavalis:
Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion. Math. Comput. Model. 46(1-2): 225-234 (2007)

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