Research Catalog

Extracting risk-neutral probability distributions from option prices using trading volume as a filter / Dominique Y. Dupont.

Title
Extracting risk-neutral probability distributions from option prices using trading volume as a filter / Dominique Y. Dupont.
Author
Dupont, Dominique Yves.
Publication
Wien : Institut für Höhere Studien, [2001].

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Details

Additional Authors
Institut für Höhere Studien, Wien.
Description
32 p. : ill.; 30 cm.
Series Statement
Reihe Ökonomie = Economics series, 1605-7996 ; 104
Uniform Title
Reihe Ökonomie (Vienna, Austria) ; no. 104.
Subject
  • Asset allocation
  • Investments > Mathematics
  • Options (Finance) > Mathematical models
  • Financial engineering
Note
  • "September 2001."
Bibliography (note)
  • Includes bibliographical references (p. 22-23).
Processing Action (note)
  • committed to retain
OCLC
57423356
Owning Institutions
Harvard Library