Work

Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review

Year: 1999

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.183705

Author: Jens Carsten Jackwerth

Institution: University of Konstanz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2165776944

Cites: 93

Cited by: 78

Related to: 10