Maria Grith
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach Journal of Business and Economic Statistics | 2026-04-17 | Paper |
| Functional principal component analysis for derivatives of multivariate curves STATISTICA SINICA | 2018-11-22 | Paper |
| Reference-dependent preferences and the empirical pricing kernel puzzle Review of Finance | 2018-11-20 | Paper |
| Parametric estimation of risk neutral density functions Handbook of Computational Finance | 2012-01-10 | Paper |
| Nonparametric estimation of risk-neutral densities | 2012-01-10 | Paper |
Research outcomes over time
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