Article

Title:
Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints
Journal:
Review Of Derivatives Research
Year:
2020
Volume:
23
Number:
1
Pages:
41-61
JEL code:
G13 - Contingent Pricing; Futures Pricing
DOI:
10.1007/s11147-019-09156-x
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