Ahmadov, Vugar; Huseynov, Salman; Mammadov, Fuad; … - 2015
In this study, we estimate a risk-neutral implied probability distribution using American call (put) options on Brent … (1997). One advantage of probability distribution estimation is that besides providing us with average market expectation … employed for the estimations of implied probability distribution and case study analysis deliver plausible and convincing …
