Measuring expectations in options markets: an application to the S&P500 index (Q2866371)
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scientific article; zbMATH DE number 6238216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring expectations in options markets: an application to the S&P500 index |
scientific article; zbMATH DE number 6238216 |
Statements
Measuring expectations in options markets: an application to the S&P500 index (English)
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13 December 2013
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nonparametric Bayes
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dependent Dirichlet process
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European options
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implied prices
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