Work

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Year: 2011

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2011.18.3.017

Author: Yisong S. Tian

Institution: York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2097353777

FWCI: 2.371

Cites: 40

Cited by: 20

Related to: 10