A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices

by Kevin C Cheng

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  • ISBN10 1455202150
  • ISBN13 9781455202157
  • Publish Date 31 July 2006 (first published 1 January 2006)
  • Publish Status Active
  • Publish Country US
  • Imprint International Monetary Fund (IMF)
  • Format eBook
  • Pages 31
  • Language English