Estimating the Implied Risk Neutral Distribution from Option Market Prices

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/27/09)
  • Year: 2009
  • Issue: SAMBA/27/09
  • Number of pages: 20

Kjersti Aas

Research Director SAMBA
  • You are here:  Home
  • Publications
  • Report
  • Estimating the Implied Risk Neutral Distribution from Option Market Prices