Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees : Additional Theory and Extensions
Year of publication: |
2009
|
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Authors: | Arnold, Tom |
Other Persons: | Crack, Timothy Falcon (contributor) ; Schwartz, Adam (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 30, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1412948 [DOI] |
Classification: | A23 - Graduate ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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