Risk-neutral density recovery via spectral analysis by Matthias

Implementation of Monnier (2013) "RND recovery via spectral analysis" (finance, statistics, risk neutral density)

spectralrecovery(X,bid,ask,F,r,tau,nopt)

spectralExample.m

Risk Neutral Densities for Financial Models by Kienitz Wetterau FinModelling

Risk neutral densities for advanced financial models used for option pricing (risk neutral density, sabr, heston)

add2date(D,V)

cf_bates(u,V0,theta,kappa,omega,rho,a,b,lambda,t,r)

cf_black(u,sigma,t)