Pages that link to "Item:Q3566767"
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The following pages link to COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767):
Displaying 8 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- On the upper bound of a call option (Q812138) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity (Q2463504) (← links)
- (Q3656132) (← links)
- PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
- Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
- Estimating option implied risk‐neutral densities using spline and hypergeometric functions (Q5427667) (← links)