Monte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions

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2019-12Author
Lu, ShanRights
© 2019 Wiley This is the peer reviewed version of the following article: Lu, S (2019) Monte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions. Journal of Futures Markets. 39(12): 1587-1612, which has been published in final form at https://doi.org/10.1002/fut.22049. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.Peer-Reviewed
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