Evaluating implied RNDs by some new confidence interval estimation techniques
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. Bahra, B., 1997. Implied risk-neutral probability density functions from option prices. Bank of England Working Paper No. 66
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4. Bliss, R.R., Panigirtzoglou, N., 2001. Option implied risk aversion estimates. Federal Reserve Bank of Chicago Working Paper No. 15
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