The purpose of this paper is to develop a new non-parametric method to price options based on normalized Multipoint Padeacute; Approximants. Following the seminal paper of Padeacute; (1892), we propose to approximate the risk-neutral distribution by a rational function of polynomials that can...

The purpose of this paper is to develop a new non-parametric method to price options based on normalized Multipoint Padé Approximants. Following the seminal paper of Padé (1892), we propose to approximate the risk-neutral distribution by a rational function of polynomials that can accommodate...