Do option markets correctly price the probabilities of movement of the underlying asset?
| Year of publication: |
2001
|
|---|---|
| Authors: | Ai͏̈t-Sahalia, Yacine ; Wang, Yubo ; Yared, Francis |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 102.2001, 1, p. 67-110
|