Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297): Difference between revisions

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+Nonparametric option pricing under shape restrictions
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+Nonparametric risk management and implied risk aversion
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+Do option markets correctly price the probabilities of movement of the underlying asset?
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+Rate of convergence for the wild bootstrap in nonparametric regression
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+Nonparametric filtering of conditional state-price densities
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+Bootstrap confidence intervals. With comments and a rejoinder by the authors
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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+Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
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+Theoretical comparison of bootstrap confidence intervals
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+Dynamics of state price densities
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Bootstrap procedures under some non-i.i.d. models
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Nonparametric state price density estimation using constrained least squares and the bootstrap
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+A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
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