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"Extracting risk-neutral densities from option prices using mixture ..."

Christian D. Pirkner, Andreas S. Weigend, Heinz Zimmermann (1999)

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DOI: 10.1109/CIFER.1999.771112

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/PirknerWZ99
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Christian D. Pirkner, Andreas S. Weigend, Heinz Zimmermann:
Extracting risk-neutral densities from option prices using mixture binomial trees. CIFEr 1999: 135-158

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