Pages that link to "Item:Q1398970"

The following pages link to Estimation of risk-neutral densities using positive convolution approximation (Q1398970):

Displaying 32 items.

• Dynamics of state price densities (Q302157) (← links)
• Variance trading and market price of variance risk (Q469575) (← links)
• Estimation of risk-neutral density surfaces (Q645506) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• Functional linear regression with functional response (Q1676375) (← links)
• Rearrangement algorithm and maximum entropy (Q1708515) (← links)
• The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
• Sieve estimation of option-implied state price density (Q2043257) (← links)
• A model-free approach to multivariate option pricing (Q2047036) (← links)
• Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
• Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
• Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
• Risk-neutral density recovery via spectral analysis (Q2873144) (← links)
• Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
• VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
• COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
• Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
• INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
• A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
• Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
• Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
• Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
• Algorithms for Finding Copulas Minimizing Convex Functions of Sums (Q5506760) (← links)
• Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
• Implied value-at-risk and model-free simulation (Q6549615) (← links)
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
• Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices (Q6620938) (← links)