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3 articles related to "Asset Returns"

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Articles

Methods

Published on 23 Mar 2021

Calibrating and Simulating Copula Functions in Financial Applications

in Mathematical Finance

Annalisa Di Clemente
Claudio Romano

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.642210

15,314 views
15 citations

Methods

Published on 25 Jan 2021

A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps

in Mathematical Finance

Liyuan Jiang
Shuang Zhou
Keren Li
Fangfang Wang
Jie Yang

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2020.611878

4,460 views
2 citations

Mini Review

Published on 10 Feb 2026

Understanding emerging properties through multi-scaling nature in the financial market

in Interdisciplinary Physics

Changhee Cho
DongBeen Kim
Jae Sung Kim
Seung Hoon Noh
Jae Woo Lee

Frontiers in Physics

doi 10.3389/fphy.2026.1777840

473 views