Implied Risk Neutral Densities From Option Prices: Hypergeometric,Spline, Lognormal,and Edgeworth Functions |
| |
Authors: | André Santos João Guerra |
| |
Affiliation: | 1. André Santos is at BPI, SA, Lisboa, Portugal;2. Jo?o Guerra is at CEMAPRE and ISEG‐Technical University of Lisbon, Lisboa, Portugal |
| |
Abstract: | |
| |
Keywords: | |
|
|