marginal single-period probability density function of stock returns, and the corresponding spectral density function and …

This paper compares the goodness-of-fit and the stability of six methods used to extract risk-neutral probability … density functions from currency option prices. We first compare five existing methods commonly employed to recover risk …

analysis. Several studies have demonstrated that the non-cumulative probability density, p(V <Subscript> L </Subscript>), of … terrain condition and the amount of rainfall that trigger landslides. We conclude that the probability density distribution of … volumes for each dataset and analyzed the distribution pattern. The results indicate that for some datasets the probability …

This paper presents a set of probability density functions for EURIBOR outturns in three months’ time, estimated from … the statistical moments of these option-implied probability density functions are documented until April 2010. Particular … attention is given to how these probability density functions, and their associated summary statistics, reacted to the unfolding …