Determining and benchmarking risk neutral distributions...

Applied Mathematics and Computation 2015 / 05 Vol. 258

Determining and benchmarking risk neutral distributions implied from option prices

Salazar Celis, Oliver, Liang, Lingzhi, Lemmens, Damiaan, Tempère, Jacques, Cuyt, Annie
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Volume:
258
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2015.02.011
Date:
May, 2015
File:
PDF, 995 KB
english, 2015
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