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ORCID"A New Nonparametric Estimate of the Risk-Neutral Density with Applications ..."
Liyuan Jiang et al. (2020)
- 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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