How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (Q5139453)

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scientific article; zbMATH DE number 7283254
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How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?
scientific article; zbMATH DE number 7283254

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    How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (English)
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    9 December 2020
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    implied risk-neutral distribution
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    put-call parity
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    investor sentiment
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    consumer sentiment
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    TAIEX options
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