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"Risk-Neutral Density Recovery via Spectral Analysis."

Jean-Baptiste Monnier (2013)

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DOI: 10.1137/110840340

access: closed

type: Journal Article

metadata version: 2017-05-17

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Jean-Baptiste Monnier:
Risk-Neutral Density Recovery via Spectral Analysis. SIAM J. Financial Math. 4(1): 650-667 (2013)

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