Risk Neutral Densities for Financial Models

Risk neutral densities for advanced financial models used for option pricing

Version 1.0.0 (44.3 KB)
2.1K Downloads
(1)
1 Jun 2012
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Cite As

Kienitz Wetterau FinModelling (2026). Risk Neutral Densities for Financial Models (https://au.mathworks.com/matlabcentral/fileexchange/36966-risk-neutral-densities-for-financial-models), MATLAB Central File Exchange. Retrieved .

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Find more on Risk Management Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more