Showing 1 - 10 of 28
Persistent link: https://www.econbiz.de/10001713418
In this study, we estimate a risk-neutral implied probability distribution using American call (put) options on Brent oil futures. For this purpose, we apply three different methodologies: non-parametric approach (kernel density estimation), semi-parametric approach by Shimko (1997), Datta and...
Persistent link: https://www.econbiz.de/10015248427
Persistent link: https://www.econbiz.de/10000997649
Persistent link: https://www.econbiz.de/10001522408
Persistent link: https://www.econbiz.de/10000623913
Persistent link: https://www.econbiz.de/10001735092
Persistent link: https://www.econbiz.de/10001670528
Persistent link: https://www.econbiz.de/10002200431
Persistent link: https://www.econbiz.de/10001884807
Persistent link: https://www.econbiz.de/10002776795