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Recovering Risk-Neutral Probability Density Functions from Options Prices using Cubic Splines and Ensuring Nonnegativity

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Figure

Table 2: Residuals for the price option adjustments (S&P 500 Index data).
Figure 1: Recovered probability density functions from data generated by a Black-Scholes model using QP, SDP, and LN2 approaches (left plots)
Figure 2: Recovered probability density functions from S&P 500 Index data using QP, SDP, and LN2 approaches (left plots)
Figure 3: Recovered probability density functions from S&P 500 Index data using QP, SDP, and LN2 approaches (left plots)
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