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

Overview of attention for article published in Frontiers in Applied Mathematics and Statistics, January 2021
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Title
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
Published in
Frontiers in Applied Mathematics and Statistics, January 2021
DOI 10.3389/fams.2020.611878
Authors

Liyuan Jiang, Shuang Zhou, Keren Li, Fangfang Wang, Jie Yang

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 9 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 9 100%

Demographic breakdown

Readers by professional status Count As %
Unspecified 1 11%
Professor 1 11%
Student > Ph. D. Student 1 11%
Student > Bachelor 1 11%
Unknown 5 56%
Readers by discipline Count As %
Unspecified 1 11%
Mathematics 1 11%
Economics, Econometrics and Finance 1 11%
Unknown 6 67%