文件名称:PCA
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This function calculates the RND from a cross-section of put prices using the PCA method as
described in O. Bondarenko. ``Recovering Risk-Neutral Densities: A New Nonparametric Approach,
UIC working paper, September 2000.
-This function calculates the RND from a cross-section of put prices using the PCA method as
described in O. Bondarenko. ``Recovering Risk-Neutral Densities: A New Nonparametric Approach,
UIC working paper, September 2000.
described in O. Bondarenko. ``Recovering Risk-Neutral Densities: A New Nonparametric Approach,
UIC working paper, September 2000.
-This function calculates the RND from a cross-section of put prices using the PCA method as
described in O. Bondarenko. ``Recovering Risk-Neutral Densities: A New Nonparametric Approach,
UIC working paper, September 2000.
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PCA.m
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