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

D.Y. Dupont

Research output: Book/ReportReportAcademic

41 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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