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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+The Pricing of Options and Corporate Liabilities
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+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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+Q4905685
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+Option pricing when underlying stock returns are discontinuous
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+Options and Efficiency
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+Q4865051
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