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Number of items: 2.

Article

Leisen, Fabrizio and Casarin, Roberto and Molina, German and Ter Horst, Enrique (2015) A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities. Bayesian Analysis, 10 (4). pp. 791-819. ISSN 1936-0975. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Conference or workshop item

Alexandridis, Antonis and Gzyl, Henryk and Ter Horst, Enrique and Molina, German (2017) Extracting Risk Neutral Densities For Weather Derivatives Pricing Using The Maximum Entropy Method. In: 11th International Conference on Computational and Financial Econometrics (CFE 2017), 16 - 18 December 2017, London, UK. (Full text available)
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This list was generated on Mon Mar 25 22:06:15 2019 GMT.