Distributions implied by exchange traded options: a ghost's smile?
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F01%3A44010046" target="_blank" >RIV/67985998:_____/01:44010046 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Distributions implied by exchange traded options: a ghost's smile?
Original language description
the risk-neutral distributions implied by option prices have a widespread use, but their interpretation depends strongly on the estimation method.
Czech name
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Czech description
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Classification
Type
V<sub>x</sub> - Unclassified - Research report containing classified information
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Number of pages
24
Place of publication
Praha
Publisher/client name
CERGE-EI
Version
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