"Estimation of Asset Distributions from Option Prices: Analysis and ..."

Jose Orozco Rodriguez, Fadil Santosa (2012)

> Home

Details and statistics

DOI: 10.1137/100813245

access: closed

type: Journal Article

metadata version: 2023-03-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/RodriguezS12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/RodriguezS12
Jose Orozco Rodriguez, Fadil Santosa:
Estimation of Asset Distributions from Option Prices: Analysis and Regularization. SIAM J. Financial Math. 3(1): 374-401 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.