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A class of risk neutral densities with heavy tails |
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| Authors: | Niels Væver Hartvig Jens Ledet Jensen Jan Pedersen |
| Institution: | (1) Department of Theoretical Statistics, Department of Mathematical Sciences and MaPhySto, Ny Munkegade, DK-8000 Aarhus C, Denmark (e-mail: vaever@imf.au.dk; jlj@imf.au.dk; jan@imf.au.dk), DK |
| Abstract: | |
| Keywords: | : Christmas tree densities risk neutral density Markov chain Monte Carlo inverse problems diffusion model |
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