Estimating option implied risk-neutral densities using spline and hypergeometric functions

Estimating option implied risk-neutral densities using spline and hypergeometric functions (2007)

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by Ruijun Bu , Kaddour Hadri

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@MISC{Bu07estimatingoption,
    author = {Ruijun Bu and Kaddour Hadri},
    title = {Estimating option implied risk-neutral densities using spline and hypergeometric functions},
    year = {2007}
}

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Abstract

Citations

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