Determining and benchmarking risk neutral distributions implied from option prices (Q300172): Difference between revisions
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Revision as of 16:01, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining and benchmarking risk neutral distributions implied from option prices |
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Determining and benchmarking risk neutral distributions implied from option prices (English)
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23 June 2016
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implied probability density function
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benchmarking
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S\&P 500 index options
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rational approximations
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option pricing
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bid-ask interval
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