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Results for risk neutral density

Publications & Outputs

  1. Shape invariant modeling of pricing kernels and risk aversion

    Grith, M., Haerdle, W. & Park, J., 2013, In : Journal of Financial Econometrics. 11, 2, p. 370-399 30 p.

    Research output: Contribution to journalJournal article

  2. Risk neutral probabilities and option bounds: a geometric approach

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper