Alternative option pricing models incorporating higher moments and non-restrictive distributions
A new method of inferring moments of risk-neutral probability density function that is consistent with the traded option prices is developed. Incorporating the market inferred moments of the risk-neutral probability density function is a practical way to overcome the need for using different volatil...
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/7245 |
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