Extracting risk-neutral probability distributions from option prices using trading volume as a filter

D.Y. Dupont

    Research output: Book/ReportReportAcademic

    31 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages32
    Publication statusPublished - 2001

    Publication series

    NameReport Eurandom
    Volume2001013
    ISSN (Print)1389-2355

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