Work

Option-Implied Probabilities and Bond Valuation

Year: 2025

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2025.1.218

Authors: Ayush Jha, Ali Jaffri, Svetlozar T. Rachev, Frank J. Fabozzi

Institutions: Texas Tech University, North Dakota State University, Johns Hopkins 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: W4415736877

FWCI:

Cites:

Cited by:

Related to: