Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach

  1. Cortés, L.M.
  2. Mora-Valencia, A.
  3. Perote, J.
Revista:
North American Journal of Economics and Finance

ISSN: 1062-9408

Any de publicació: 2020

Volum: 54

Tipus: Article

DOI: 10.1016/J.NAJEF.2018.10.010 GOOGLE SCHOLAR
Font de les dades: Scopus