%0 Journal Article %1 journals/fams/JiangZLWY20 %A Jiang, Liyuan %A Zhou, Shuang %A Li, Keren %A Wang, Fangfang %A Yang, Jie %D 2020 %J Frontiers Appl. Math. Stat. %K dblp %P 611878 %T A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps. %U http://dblp.uni-trier.de/db/journals/fams/fams6.html#JiangZLWY20 %V 6

@article{journals/fams/JiangZLWY20, added-at = {2023-09-30T00:00:00.000+0200}, author = {Jiang, Liyuan and Zhou, Shuang and Li, Keren and Wang, Fangfang and Yang, Jie}, biburl = {https://www.bibsonomy.org/bibtex/26f0f16ba392dce80bb94d47dfbb27a33/dblp}, ee = {https://doi.org/10.3389/fams.2020.611878}, interhash = {2cbaaee6b1c6a6a742be18e56b734c90}, intrahash = {6f0f16ba392dce80bb94d47dfbb27a33}, journal = {Frontiers Appl. Math. Stat.}, keywords = {dblp}, pages = 611878, timestamp = {2024-04-08T11:06:44.000+0200}, title = {A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps.}, url = {http://dblp.uni-trier.de/db/journals/fams/fams6.html#JiangZLWY20}, volume = 6, year = 2020 }