Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review
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More about this item
KeywordsBinomial Trees; Risk-Neutral;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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