Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion

Leonidas S. Rompolis, Elias Tzavalis. Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion. Mathematical and Computer Modelling, 46(1-2):225-234, 2007. [doi]

Authors

Leonidas S. Rompolis

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Elias Tzavalis

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