Non Parametric Extraction of Implied Asset Price Distributions

Healy, Jerome V., Dixon, Maurice, Read, Brian J. and Cai, Fang Fang (2007) Non Parametric Extraction of Implied Asset Price Distributions. Physica A: Statistical Mechanics and Its Applications, 382 (1). pp. 121-128. ISSN 0378-4371

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Item Type:	Article
Faculty \ School:	Faculty of Social Sciences > Norwich Business School
Depositing User:	Vishal Gautam
Date Deposited:	01 Aug 2007
Last Modified:	24 Oct 2022 01:22
URI:	https://ueaeprints.uea.ac.uk/id/eprint/16320
DOI:	10.1016/j.physa.2007.02.013

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