Estimation of Risk-Neutral Densities Using Positive Convolution Approximation

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Estimating option implied risk‐neutral densities using spline and hypergeometric functions (2007, unknown): “Söderlind (2000) and Bondarenko (2003) both estimated implied RNDs from observed option prices and then applied Monte Carlo methods to the tted option prices based on presumed error distributions.”
Robust Replication of Volatility Derivatives (2008, unknown): “The variance swap value (which equals the log-contract value) is 0.04; and its square root (which we denote by VAR0 = √ E0〈X〉T as in Section 6.1, and which the VIX seeks to approximate) is 0.20, regardless of ρ.”
Functional linear regression with functional response (2017, background): “Many papers have proposed nonparametric estimators of the RND before, among others Jackwerth and Rubinstein (1996), Ait-Sahalia and Lo (1998), Garcia and Gençay (2000), AitSahalia, Wang, and Yared (2001), and Bondarenko (2003).”
Why are Put Options so Expensive (2014, unknown): “To test whether explanations E1-E3 have merit, we implement a new methodology proposed in Bondarenko (2003a).”