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Estimating Option-Implied Distributions in Illiquid Markets and Implementing the Ross Recovery Theorem
| Content Provider | Scilit |
|---|---|
| Author | Flint, Emlyn James Mare, Eben |
| Copyright Year | 2016 |
| Description | Journal: SSRN Electronic Journal We describe how forward-looking information on the statistical properties of an asset can be extracted directly from options market data and how this can be use |
| Related Links | https://repository.up.ac.za/bitstream/2263/64322/1/Flint_Estimating_2017.pdf http://papers.ssrn.com/sol3/Delivery.cfm?abstractid=2817080 |
| ISSN | 10914358 |
| e-ISSN | 15565068 |
| DOI | 10.2139/ssrn.2817080 |
| Journal | SSRN Electronic Journal |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2016-01-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: SSRN Electronic Journal Option Implied Implied Distributions |
| Content Type | Text |
| Resource Type | Article |
| Subject | Public Health, Environmental and Occupational Health Psychiatry and Mental Health |