A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Year of publication: |
2011
|
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Authors: | Cheng, Kevin C. |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (32 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1653195 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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