A Model-Free Fourier Cosine Method for Estimating the Risk-Neutral Density

Zhenyu Cui and Zixiao Yu
The Journal of Derivatives Winter 2021, jod.2021.1.137; DOI: https://doi.org/10.3905/jod.2021.1.137

Article Information

jod.2021.1.137
DOI 
https://doi.org/10.3905/jod.2021.1.137
Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online July 12, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Zhenyu Cui
    1. is an assistant professor at the Stevens Institute of Technology in Hoboken, NJ. (zcui6{at}stevens.edu)
  2. Zixiao Yu
    1. is a master student at Rutgers University in Piscataway, NJ. (zy90{at}scarletmail.rutgers.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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A Model-Free Fourier Cosine Method for Estimating the Risk-Neutral Density
Zhenyu Cui, Zixiao Yu
The Journal of Derivatives Jul 2021, jod.2021.1.137; DOI: 10.3905/jod.2021.1.137
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