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Modelling the implied probability of stock market movements
Glatzer, Ernst
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2003
Persistent link: https://www.econbiz.de/10013434536
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Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
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2003
Persistent link: https://www.econbiz.de/10013434618
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Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M Euribor futures option prices
Andersen, Allan Bødskov
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2002
Persistent link: https://www.econbiz.de/10013434524
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