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- W40413847 abstract "After a brief review of option pricing theory, we introduce various methods proposed for extracting the statistical information implicit in options prices. We discuss the advantages and drawbacks of each method, the interpretation of their results in economic terms, their theoretical consequences and their relevance for applications." @default.
- W40413847 created "2016-06-24" @default.
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- W40413847 date "1998-08-24" @default.
- W40413847 modified "2023-10-01" @default.
- W40413847 title "Beyond implied volatility" @default.
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