Extracting risk-neutral probability distributions from option prices using trading volume as a filter
Dominique Y. Dupont
| Year of publication: |
2001
|
|---|---|
| Authors: | Dupont, Dominique Y. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Implied-tree method | Optionspreistheorie | Option pricing theory | Theorie | Theory | Wahrscheinlichkeitsverteilung | Optionspreis | Handelsvolumen | Mathematische Methode |
| Extent: | 32 S graph. Darst |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 104 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ihs.ac.at/publications/eco/es-104.pdf |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001608103