Spadafora, L.; Berman, G. P.; Borgonovi, F. - In: The European Physical Journal B - Condensed Matter and … 79 (2011) 1, pp. 47-53
Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price C(K) given the strike price K and the distribution function of the returns. We derive this distribution function using...
