Work

Implied Risk-Neutral Probability Density Functions from Option Prices: Theory and Application

Year: 1998

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.77429

Author: Bhupinder Bahra

Institution: Bank of England

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1558097461

Cites: 34

Cited by: 181

Related to: 10