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.
Journal:
North American Journal of Economics and Finance

ISSN: 1062-9408

Year of publication: 2020

Volume: 54

Type: Article

DOI: 10.1016/J.NAJEF.2018.10.010 GOOGLE SCHOLAR
Data source: Scopus