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 |
Erscheint auch als (Online-Ausgabe):
Dupont, Dominique Y.. Extracting risk-neutral probability distributions from option prices using trading volume as a filter. - Wien : IHS, 2001. - Online-Ressource (32 S.)
Persistent link: https://www.econbiz.de/10001608103