Recovering Risk-Neutral Moments from Options

By Tjeerd De Vries

Published 2026-07-07

Everscope rating

1909.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Projection Estimator for Risk-Neutral Moments. Problem types: Density Estimation, Risk Management, Portfolio Optimization, Derivatives Pricing, Causal Inference, Optimization.

arXiv:2601.14852 · Paper rankings

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