Extracting risk-neutral probability distributions from option prices using trading volume as a filter
By: Dominique Y. Dupont
Series: Reihe Ökonomie = Economics series -- 104; Reihe Ökonomie (Vienna, Austria) -- no. 104
Publisher: Institut für Höhere Studien
Published: 2001
Place of publication: Wien
Language: eng
Number of pages: 32
Subjects: Asset allocation; Investments; Mathematics; Options (Finance); Mathematical models; Financial engineering
Notes: "September 2001."

Includes bibliographical references (p. 22-23).