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1 article related to "Variance Swap"

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Articles

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

4,462 views
2 citations