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Matthias Held


Last seen: 5 years ago Active since 2013

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Submitted


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

11 years ago | 1 download |

5.0 / 5
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Submitted


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

11 years ago | 1 download |

5.0 / 5

Submitted


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

13 years ago | 1 download |

4.0 / 5
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