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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
8.4 An Example: Application to DAX data
8.4.1 Data
8.4.2 SPD, delta and gamma
8.4.3 Bootstrap confidence bands
8.4.4 Comparison to Implied Binomial Trees
Bibliography

 
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