The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 16, No. 4 (Dec., 1988), pp. 399-409 (11 pages) Recursive estimates fn (r)(x) of the rth derivative f(r)(x)(r=0,1) of the ...
This is a preview. Log in through your library . Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied ...
Option prices can be used to extract the implied risk-neutral density functions of the future underlying asset prices and returns. These market expectations provide valuable information that can be ...
Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...
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