Search Results - subject:"Risk-Neutral Density Functions"

A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes

Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323

Persistent link: https://www.econbiz.de/10011544516

A Study of Implied Risk-Neutral Density Functions in the Norwegian Option Market

Syrdal, Stig Arild - 2002

contained in prices of options on the OBX index at Oslo Stock Exchange. The information is extracted using implied risk-neutral … density functions. The study shows that there is a high level of uncertainty surrounding the implied density functions …

Persistent link: https://www.econbiz.de/10012143601