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Showing
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1
Extracting market expectations from options prices : case studies in Japanese option markets
Nakamura, Hisashi
;
Shiratsuka, Shigenori
-
1998
Persistent link: https://www.econbiz.de/10000992542
Saved in:
2
Extracting market expectations from option prices : case studies in Japanese option markets
Nakamura, Hisashi
;
Shiratsuka, Shigenori
- In:
Monetary and economic studies
17
(
1999
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001375675
Saved in:
3
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
4
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin
-
2003
Persistent link: https://www.econbiz.de/10001746869
Saved in:
5
Information content of implied probability distributions : empirical studies of Japanese stock price index options
Shiratsuka, Shigenori
- In:
Monetary and economic studies
19
(
2001
)
3
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001628696
Saved in:
6
Information content of implied probability distributions : empirical studies on Japanese stock price index options
Shiratsuka, Shigenori
-
2001
Persistent link: https://www.econbiz.de/10001547687
Saved in:
7
Options and market expectations: implied probability density functions on the Polish foreign exchange market
Bańbuła, Piotr
- In:
Bank i kredyt
39
(
2008
)
5
,
pp. 21-49
Persistent link: https://www.econbiz.de/10003760007
Saved in:
8
Inferring risk-averse probability distributions from option prices using implied binomial trees
Arnold, Tom
;
Crack, Timothy Falcon
;
Schwartz, Adam
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 35-52)
.
2011
Persistent link: https://www.econbiz.de/10008988015
Saved in:
9
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
Saved in:
10
A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria
;
De Vincent-Humphreys, …
- In:
Eurasian economic review : a journal of the Eurasia …
2
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
Saved in:
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