FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2080971185> ?p ?o ?g. }

• W2080971185 endingPage "1053" @default.
• W2080971185 startingPage "1037" @default.
• W2080971185 abstract "Abstract In this paper we present a new method of approximating the risk neutral density (RND) from option prices based on the C-type Gram-Charlier series expansion (GCSE) of a probability density function. The exponential form of this type of GCSE guarantees that it will always give positive values of the risk neutral probabilities, and it can allow for stronger deviations from normality, which are two drawbacks of the A-type GCSE used in practice. To evaluate the performance of the suggested expansion of the RND, the paper presents simulation and empirical evidence." @default.
• W2080971185 created "2016-06-24" @default.
• W2080971185 creator A5005059668 @default.
• W2080971185 creator A5073336378 @default.
• W2080971185 date "2008-12-01" @default.
• W2080971185 modified "2023-09-25" @default.
• W2080971185 title "Recovering Risk Neutral Densities from Option Prices: A New Approach" @default.
• W2080971185 cites W1966119267 @default.
• W2080971185 cites W1971525660 @default.
• W2080971185 cites W1978032414 @default.
• W2080971185 cites W1978738169 @default.
• W2080971185 cites W2013755305 @default.
• W2080971185 cites W2013928076 @default.
• W2080971185 cites W2016012896 @default.
• W2080971185 cites W2036000511 @default.
• W2080971185 cites W2059552362 @default.
• W2080971185 cites W2061339623 @default.
• W2080971185 cites W2064978316 @default.
• W2080971185 cites W2080852372 @default.
• W2080971185 cites W2098754649 @default.
• W2080971185 cites W2106154424 @default.
• W2080971185 cites W2119126233 @default.
• W2080971185 cites W2129220488 @default.
• W2080971185 cites W2135190204 @default.
• W2080971185 cites W2141695136 @default.
• W2080971185 cites W2144010262 @default.
• W2080971185 cites W2151447307 @default.
• W2080971185 cites W2170201775 @default.
• W2080971185 cites W2179356764 @default.
• W2080971185 cites W2500010331 @default.
• W2080971185 cites W3121239128 @default.
• W2080971185 cites W3122390195 @default.
• W2080971185 cites W3123594956 @default.
• W2080971185 cites W3123686478 @default.
• W2080971185 cites W3123744952 @default.
• W2080971185 cites W3124812671 @default.
• W2080971185 cites W362815228 @default.
• W2080971185 doi "https://doi.org/10.1017/s0022109000014435" @default.
• W2080971185 hasPublicationYear "2008" @default.
• W2080971185 type Work @default.
• W2080971185 sameAs 2080971185 @default.
• W2080971185 citedByCount "30" @default.
• W2080971185 countsByYear W20809711852012 @default.
• W2080971185 countsByYear W20809711852013 @default.
• W2080971185 countsByYear W20809711852014 @default.
• W2080971185 countsByYear W20809711852016 @default.
• W2080971185 countsByYear W20809711852017 @default.
• W2080971185 countsByYear W20809711852018 @default.
• W2080971185 countsByYear W20809711852019 @default.
• W2080971185 countsByYear W20809711852020 @default.
• W2080971185 countsByYear W20809711852021 @default.
• W2080971185 countsByYear W20809711852022 @default.
• W2080971185 crossrefType "journal-article" @default.
• W2080971185 hasAuthorship W2080971185A5005059668 @default.
• W2080971185 hasAuthorship W2080971185A5073336378 @default.
• W2080971185 hasConcept C103642545 @default.
• W2080971185 hasConcept C105795698 @default.
• W2080971185 hasConcept C127313418 @default.
• W2080971185 hasConcept C134306372 @default.
• W2080971185 hasConcept C14036430 @default.
• W2080971185 hasConcept C143724316 @default.
• W2080971185 hasConcept C149782125 @default.
• W2080971185 hasConcept C151376022 @default.
• W2080971185 hasConcept C151730666 @default.
• W2080971185 hasConcept C160817175 @default.
• W2080971185 hasConcept C162324750 @default.
• W2080971185 hasConcept C197055811 @default.
• W2080971185 hasConcept C2776157432 @default.
• W2080971185 hasConcept C2777299769 @default.
• W2080971185 hasConcept C2780910948 @default.
• W2080971185 hasConcept C33923547 @default.
• W2080971185 hasConcept C78458016 @default.
• W2080971185 hasConcept C86803240 @default.
• W2080971185 hasConceptScore W2080971185C103642545 @default.
• W2080971185 hasConceptScore W2080971185C105795698 @default.
• W2080971185 hasConceptScore W2080971185C127313418 @default.
• W2080971185 hasConceptScore W2080971185C134306372 @default.
• W2080971185 hasConceptScore W2080971185C14036430 @default.
• W2080971185 hasConceptScore W2080971185C143724316 @default.
• W2080971185 hasConceptScore W2080971185C149782125 @default.
• W2080971185 hasConceptScore W2080971185C151376022 @default.
• W2080971185 hasConceptScore W2080971185C151730666 @default.
• W2080971185 hasConceptScore W2080971185C160817175 @default.
• W2080971185 hasConceptScore W2080971185C162324750 @default.
• W2080971185 hasConceptScore W2080971185C197055811 @default.
• W2080971185 hasConceptScore W2080971185C2776157432 @default.
• W2080971185 hasConceptScore W2080971185C2777299769 @default.
• W2080971185 hasConceptScore W2080971185C2780910948 @default.
• W2080971185 hasConceptScore W2080971185C33923547 @default.
• W2080971185 hasConceptScore W2080971185C78458016 @default.
• W2080971185 hasConceptScore W2080971185C86803240 @default.
• W2080971185 hasIssue "4" @default.
• W2080971185 hasLocation W20809711851 @default.
• W2080971185 hasOpenAccess W2080971185 @default.
• W2080971185 hasPrimaryLocation W20809711851 @default.
• W2080971185 hasRelatedWork W1967156681 @default.
• W2080971185 hasRelatedWork W2074005682 @default.
• W2080971185 hasRelatedWork W2080971185 @default.

• next