Open AccessA Robust Method to Retrieve Option Implied Risk Neutral Densities for Defaultable Assets
Author(s) -
Guillaume Leduc,
Greg Orosi
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2329386
Subject(s) - risk neutral , econometrics , economics , actuarial science , financial economics , statistics , business , computer science , mathematics
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