Pages that link to "Item:Q300172"
From MaRDI portal
The following pages link to Determining and benchmarking risk neutral distributions implied from option prices (Q300172):
Displaying 4 items.
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (Q5139453) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)
