Inferring risk-averse probability distributions from option prices using implied binomial trees Book Section


Authors: Arnold, T.; Crack, T. F.; Schwartz, A.
Editors: Gregoriou, G. N.; Pascalau, R.
Article/Chapter Title: Inferring risk-averse probability distributions from option prices using implied binomial trees
Book Title: Financial econometrics modeling: Derivatives pricing, hedge funds and term structure models
ISBN: 978-0230283633
Publisher: Palgrave Macmillan  
Publication Place: Basingstoke, UK
Date Published: 2011
Start Page: 35
End Page: 52
SHERPA: Unknown
W&L Authors