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Estimates, effects, and correction options
Marquis, Kent H. (contributor) - 1981
Persistent link: https://www.econbiz.de/10000095010
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael - 2005
Persistent link: https://www.econbiz.de/10003380192
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The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang; Chen, Dar-hsin; Tsai, Chin Yu - In: Applied economics 43 (2011) 22/24, pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
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Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi; Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of financial markets 14 (2011) 1, pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
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Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
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Joint pricing of VIX and SPX options with stochastic volatility and jump models
Kokholm, Thomas; Stisen, Martin - In: Journal of risk finance : the convergence of financial … 16 (2015) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10010513370
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Extraction of market expectations from risk-neutral density
Arnerić, Josip; Aljinović, Zdravka; Poklepović, Tea - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 33 (2015) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10011429565