Analyzing the risks embedded in option prices with rndfittool
Year of publication: |
2018
|
---|---|
Authors: | Barletta, Andre ; Santucci de Magistris, Paolo |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | European options | risk-neutral density | MATLAB app |
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