Pages that link to "Item:Q300172"
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The following pages link to Determining and benchmarking risk neutral distributions implied from option prices (Q300172):
Displaying 9 items.
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- Recovering implied minimum distance risk-neutral probability measures using GMD (Q2886045) (← links)
- Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia* (Q3374843) (← 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)