Recovering Probability Distributions from Option Prices-Reference-Cited by-同舟云学术

Recovering Probability Distributions from Option Prices

Published:1996-12 Issue:5 Volume:51 Page:1611-1631
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

JACKWERTH JENS CARSTEN,RUBINSTEIN MARK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1996.tb05219.x/fullpdf

Reference6 articles.

1. Fitting yield curves and forward rate curves with maximum smoothness;Adams;Journal of Fixed Income,1994

2. Prices of state-contingent claims implicit in options prices;Breeden;Journal of Business,1978

3. Jackwerth , Jens Carsten Mark Rubinstein 1995 Recovering probability distributions from contemporaneous security prices Working paper, University of California at Berkeley

4. Implied binomial trees;Rubinstein;Journal of Finance,1994

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