Dynamic analysis of implied risk neutral density
Abderrahmen Aloulou, Younes Boujelbene
| Year of publication: |
2019
|
|---|---|
| Authors: | Aloulou, Abderrahmen ; Boujelbene, Younes |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 1, p. 39-58
|
| Subject: | options prices information content | risk neutral density | contract maturity series | Kernel | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Risikoneutralität | Risk neutrality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021790