Show simple item record

dc.contributor.authorArnold, Tomen_NZ
dc.contributor.authorCrack, Timothyen_NZ
dc.contributor.authorSchwartz, Adamen_NZ
dc.date.available2011-04-07T03:22:46Z
dc.date.copyright2005-06-22en_NZ
dc.identifier.citationArnold, T., Crack, T., & Schwartz, A. (2005). Inferring physical probability distributions from option prices (Working Paper). University of Otago. Retrieved from http://hdl.handle.net/10523/1559en
dc.identifier.urihttp://hdl.handle.net/10523/1559
dc.descriptionThe full text of this document is only available from the Social Science Research Network. Please use the related link to access the full text.en_NZ
dc.publisherUniversity of Otagoen_NZ
dc.relation.urihttp://ssrn.com/abstract=749904en_NZ
dc.subjectbinomial option pricingen_NZ
dc.subjectimplied binomial treesen_NZ
dc.subjectphysical probabilitiesen_NZ
dc.subjectrisk-neutral probabilitiesen_NZ
dc.subjectcalibrationen_NZ
dc.subject.lcshHG Financeen_NZ
dc.titleInferring physical probability distributions from option pricesen_NZ
dc.typeWorking Paperen_NZ
dc.description.versionUnpublisheden_NZ
otago.date.accession2005-12-02en_NZ
otago.schoolFinance and Quantitative Analysisen_NZ
otago.openaccessAbstract Only
dc.identifier.eprints48en_NZ
otago.school.eprintsFinance & Quantitative Analysisen_NZ
 Find in your library

Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item is not available in full-text via OUR Archive.

If you are the author of this item, please contact us if you wish to discuss making the full text publicly available.

This item appears in the following Collection(s)

Show simple item record