Recovering an asset's implied PDF from option prices for the case of mixture of lognormal distributions: a technical note
by Martin Cincibuch and David Vávra
| Year of publication: |
2000
|
|---|---|
| Authors: | Cincibuch, Martin ; Vávra, David |
| Publisher: |
Prague |
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States |
| Extent: | 7 S |
|---|---|
| Series: | Discussion paper series : discussion paper. - Praha : CERGE-EI, Charles University, Center for Economic Research and Graduate Education, ZDB-ID 2879312-2. - Vol. 48 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001608397