Implied Risk Neutral Densities From Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions

AuthID
 P-00G-636
2
Author(s)
Santos, A
·
Document Type
Article
Year published
2015
Published
in JOURNAL OF FUTURES MARKETS, ISSN: 0270-7314
Volume: 35, Issue: 7, Pages: 655-678 (24)
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Publication Identifiers
SCOPUS: 2-s2.0-84930272656
Wos: WOS:000355656300003
Source Identifiers
ISSN: 0270-7314
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