Inferring risk-averse probability distributions from option prices using implied binomial trees
Tom Arnold, Timothy Falcon Crack, and Adam Schwartz
| Year of publication: |
2011
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|---|---|
| Authors: | Arnold, Tom ; Crack, Timothy Falcon ; Schwartz, Adam |
| Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 35-52
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| Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Risikoaversion | Risk aversion |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008988015