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Oliver Haynold: Practical Options Modeling with the sn Package, Fat Tails, and How to Avoid the Ultraviolet Catastrophe
Shuang Zhou: A Nonparametric Estimate of the Risk-Neutral Density and Its Applications
Luis Damiano: A Quick Intro to Hidden Markov Models Applied to Stock Volatility
Oleg Bondarenko: Rearrangement Algorithm and Maximum Entropy
Xin Chen: Risk and Performance Estimator Standard Errors for Serially Correlated Returns
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