Work

The Relation between Implied and Realised Probability Density Functions

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.302280

Authors: Iliana Anagnou, Mascia Bedendo, Stewart D. Hodges, Robert George Tompkins

Institutions: University of Warwick, University of Bologna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1504746071

Cites: 87

Cited by: 31

Related to: 10