Narrow search
Showing 1 - 2 of 2
Cover Image
Recovering probability distributions from option prices
Jackwerth, Jens Carsten - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Cover Image
Recovering probabilities and risk aversion from options prices and realized returns
Rubinstein, Mark; Jackwerth, Jens Carsten - In: The legacy of Fischer Black, (pp. 125-160). 2005
Persistent link: https://www.econbiz.de/10003404035