Community Profile

photo

Matthias Held


Last seen: mer än 3 år ago Active since 2013

Followers: 0   Following: 0

Message

Statistics

All
  • 5-Star Galaxy Level 4
  • Personal Best Downloads Level 1
  • First Review
  • First Submission
  • Solver

View badges

Feeds

View by

Submitted


CFH Toolbox (Characteristic Function Option Pricing)
Implementation of Option Pricing Transform Methods

mer än 9 år ago | 2 downloads |

Thumbnail

Submitted


Option Implied Moments
Compute implied return distribution moments and prices for return power contracts

mer än 9 år ago | 1 download |

Submitted


Risk-neutral density recovery via spectral analysis
Implementation of Monnier (2013) "RND recovery via spectral analysis"

ungefär 11 år ago | 3 downloads |

Thumbnail