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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? |
scientific article; zbMATH DE number 7283254 |
Statements
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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