Implied volatility and state price density estimation: arbitrage analysis.

Milos Kopa Sebastiano Vitali Tomás Tichý Radek Hendrych

Published in: Comput. Manag. Sci. (2017)

Keyphrases

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