Estimation of real-world market probabilities by the Ross recovery theorem
Ross (2015) developed a recovery theorem with the aim to recover the physical probability distribution merely based on the option prices and discover the forward-looking content from the recovery. There have been studies that intensively discuss the possible extensions and robustness of this theorem...
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| 格式: | Final Year Project |
| 語言: | English |
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Nanyang Technological University
2022
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/156918 |
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