Non-parametric extraction of implied asset price distributions
Year of publication: |
2007
|
---|---|
Authors: | Healy, Jerome V. ; Dixon, Maurice ; Read, Brian J. ; Cai, Fang Fang |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 121-128
|
Publisher: |
Elsevier |
Subject: | Option pricing | Risk neutral density | Risk management | Neural nets | Econophysics |
-
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella, (2007)
-
Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
Jondeau, E., (1998)
-
Mixtures of t-distributions for Finance and Forecasting
Giacomini, Raffaella, (2007)
- More ...
-
Non-Parametric Extraction of Implied Asset Price Distributions
Healy, Jerome V., (2006)
-
The relative influence of price and choice factors on retail deposit quantities
Ashton, John, (2013)
-
The relative influence of price and non-price factors on short-term retail deposit quantities?
Ashton, John K., (2016)
- More ...