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Levin Schach

Humboldt-University of Berlin

Graduate Student

SCHOLARLY PAPERS

2

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241

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Scholarly Papers (2)

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1.

Pricing Kernel (Non)Monotonicity and Conditional Information

Number of pages: 39 Posted: 27 Feb 2025 Last Revised: 03 Dec 2025
Lei Zhou, Ruting Wang, Wolfgang Karl Härdle, Xiaorui ZUO and Levin Schach
National University of Singapore (NUS), City University of Hong Kong (CityU), Blockchain Research Center Humboldt-Universität zu Berlin, National University of Singapore (NUS) and Humboldt-University of Berlin
Downloads 148 (511,933)

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JEL Classification: G12, G13, G23 Pricing kernel, Kernel Estimation, Risk-Neutral Density, Crypto Currency

2.

Pricing Kernel (Non)Monotonicity and Conditional Information

Downloads 93 (899,324)

Pricing Kernel (Non)Monotonicity and Conditional Information

Number of pages: 39 Posted: 08 Jan 2026
Lei Zhou, Ruting Wang, Wolfgang Karl Härdle, Levin Schach and Xiaorui ZUO
National University of Singapore (NUS), City University of Hong Kong (CityU), Blockchain Research Center Humboldt-Universität zu Berlin, Humboldt-University of Berlin and National University of Singapore (NUS)
Downloads 45 (1,196,631)

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Pricing kernel, Kernel estimation, Risk-neutral density, Cryptocurrency, Monotonicity

Pricing Kernel (Non)Monotonicity and Conditional Information

Number of pages: 40 Posted: 17 Mar 2026
Lei Zhou, Ruting Wang, Wolfgang Karl Härdle, Levin Schach and Xiaorui ZUO
National University of Singapore (NUS), City University of Hong Kong (CityU), Blockchain Research Center Humboldt-Universität zu Berlin, Humboldt-University of Berlin and National University of Singapore (NUS)
Downloads 31 (1,415,710)

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Pricing kernel, Kernel estimation, cryptocurrency, Monotonicity, Risk-neutral density

Pricing Kernel (Non)Monotonicity and Conditional Information

Number of pages: 40 Posted: 13 Jul 2026
Lei Zhou, Ruting Wang, Wolfgang Karl Härdle, Levin Schach and Xiaorui ZUO
National University of Singapore (NUS), City University of Hong Kong (CityU), Blockchain Research Center Humboldt-Universität zu Berlin, Humboldt-University of Berlin and National University of Singapore (NUS)
Downloads 9

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Pricing kernel, Kernel estimation, Cryptocurrency, Monotonicity, Risk-neutral density

Pricing Kernel (Non)Monotonicity and Conditional Information

Number of pages: 40 Posted: 14 Jul 2026
Lei Zhou, Ruting Wang, Wolfgang Karl Härdle, Levin Schach and Xiaorui ZUO
National University of Singapore (NUS), City University of Hong Kong (CityU), Blockchain Research Center Humboldt-Universität zu Berlin, Humboldt-University of Berlin and National University of Singapore (NUS)
Downloads 8

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Pricing kernel, Kernel estimation, Cryptocurrency, Monotonicity, Risk-Neutral Density