Concepedia

Publication | Closed Access

A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices

DOI

10

Citations

8

References

2010

Year

Kevin C. Cheng
IMF Working Paper

Abstract

"Volume 2010 (2010): Issue 181 (Aug 2010): A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices" published on 01 Aug 2010 by International Monetary Fund.

References

YearCitations

Page 1