Non Parametric Extraction of Implied Asset Price Distributions

Jerome V. Healy, Maurice Dixon, Brian J. Read, Fang Fang Cai

Research output: Contribution to journalArticle

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)121-128
Number of pages8
JournalPhysica A: Statistical Mechanics and Its Applications
Volume382
Issue number1
DOIs
Publication statusPublished - 2007

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