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8 Estimating State-Price Densities with Nonparametric Regression
8.1 Introduction
8.2 Extracting the SPD using Call-Options
8.3 Semiparametric estimation of the SPD
8.3.1 Estimating the call pricing function
8.3.2 Further dimension reduction
8.3.3 Local Polynomial Estimation
8.4 An Example: Application to DAX data
Bibliography

 
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