Market expectations and probability distributions implicit in option prices
Michael McIntyre; Miwako Nitani
| Year of publication: |
2004
|
|---|---|
| Authors: | McIntyre, Michael ; Nitani, Miwako |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 3.2004, 10, p. 17-30
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures | USA | United States | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| 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/10002518130