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Implied volatility and state price density estimation: arbitrage analysis.
Milos Kopa
Sebastiano Vitali
Tomás Tichý
Radek Hendrych
Published in:
Comput. Manag. Sci. (2017)
Keyphrases
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density estimation
mixture model
statistical analysis
density function
stock price
machine learning
computer vision
data analysis
association rules
active learning
expectation maximization
outlier detection
density estimators