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- W1496715140 abstract "This chapter contains sections titled: What is this Chapter about? Analytic Expressions for Calls vs Process Specification Direct Use of Market Prices: Pros and Cons Statement of the Problem Fitting Prices Fitting Transformed Prices Fitting the Implied Volatilities Fitting the Risk-Neutral Density Function – General Fitting the Risk-Neutral Density Function: Mixture of Normals Numerical Results Fitting the Risk-Neutral Density Function: The Generalized-Beta Approach" @default.
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- W1496715140 date "2004-08-27" @default.
- W1496715140 modified "2023-10-14" @default.
- W1496715140 title "The Input Data: Fitting an Exogenous Smile Surface" @default.
- W1496715140 doi "https://doi.org/10.1002/9781118673539.ch9" @default.
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