Work

Normality tests of option-implied risk-neutral densities: evidence from the small Finnish market

Year: 2003

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/s1057-5219(03)00002-4

Author: Jussi Nikkinen

Institution: University of Vaasa

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005428867

FWCI: 2.669

Cites: 45

Cited by: 16

Related to: 10