Arbitrage-free estimation of the risk-neutral density from the implied volatility smile

2003 ◽  
Vol 7 (1) ◽  
pp. 75-106 ◽  
Author(s):  
Bernhard Brunner ◽  
Reinhold Hafner
Keyword(s):  
Implied Volatility ◽  
Neutral Density ◽  
Volatility Smile ◽  
Risk Neutral ◽  
Risk Neutral Density

A Non-Structural Investigation of VIX Risk Neutral Density

2017 ◽  
Author(s):  
Andrea Barletta ◽  
Paolo Santucci de Magistris ◽  
Francesco Violante
Keyword(s):  
Structural Investigation ◽  
Neutral Density ◽  
Risk Neutral ◽  
Risk Neutral Density
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