Article

Title:
Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions
Journal:
Journal of Futures Markets
Year:
2015
Volume:
35
Number:
7
Pages:
655-678
JEL codes:
F31 - Foreign Exchange
G15 - International Financial Markets
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
O19 - International Linkages to Development; Role of International Organizations
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