Estimating option-implied risk-neutral densities : a novel parametric approach
Year of publication: |
2015
|
---|---|
Authors: | Orosi, Greg |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2015, 1, p. 41-61
|
Subject: | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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