Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Nonparametric risk management and implied risk aversion
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+On estimating the diffusion coefficient from discrete observations
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+Martingales and arbitrage in multiperiod securities markets
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+Q4004325
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
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@@ Property / cites work @@
+Q4865051
@@ Property / cites work: Q4865051 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(00)00091-9
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@@ Property / OpenAlex ID @@
+W2016195689
@@ Property / OpenAlex ID: W2016195689 / rank @@
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@@ Property / Wikidata QID @@
+Q127740642
@@ Property / Wikidata QID: Q127740642 / rank @@
+Normal rank