20 citations · 55 across the 34 of their papers we have counts for
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q-fin.PR2018
Matching distributions: Recovery of implied physical densities from option prices
Jarno Talponen
We introduce a non-parametric method to recover physical probability distributions of asset returns based on their European option prices and some other sparse parametric informati…
q-fin.PR2013
Matching distributions: Asset pricing with density shape correction
Jarno Talponen
We investigate a statistical-static hedging technique for pricing assets considered as single-step stochastic cash flows. The valuation is based on constructing in a canonical way…