A taxonomy of risk-neutral distribution methods : theory and implementation
Year of publication: |
2003
|
---|---|
Authors: | Gruber, Alfred |
Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | CAPM | Schätzung | Estimation | Theorie | Theory | Statistische Verteilung | Statistical distribution |
Description of contents: | Table of Contents [gbv.de] |
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Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik, (2013)
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Extraction of market expectations from risk-neutral density
Arnerić, Josip, (2015)
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Uncovering the distribution of option implied risk aversion
Kyriacou, Maria, (2019)
- More ...
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A taxonomy of risk neutral distribution methods : theory and implementation
Gruber, Alfred, (2003)
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Datenverarbeitung in Verwaltung und Wirtschaft
Gruber, Alfred,
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Gruber, Alfred, (2002)
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