Pages that link to "Item:Q5075238"
From MaRDI portal
The following pages link to Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238):
Displaying 3 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)