"A New Nonparametric Estimate of the Risk-Neutral Density with Applications ..."

Liyuan Jiang et al. (2020)

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DOI: 10.3389/FAMS.2020.611878

access: open

type: Journal Article

metadata version: 2024-10-06

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Liyuan Jiang, Shuang Zhou, Keren Li, Fangfang Wang, Jie Yang:
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps. Frontiers Appl. Math. Stat. 6: 611878 (2020)

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