Work

Recovering probabilistic information from option markets: Tests of distributional assumptions

Year: 1996

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g

Authors: Bruce J. Sherrick, Philip Garcia, Viswanath Tirupattur

Institution: University of Illinois Urbana-Champaign

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2003309715

FWCI: 4.766

Cites: 15

Cited by: 88

Related to: 10