Open AccessGenerating Options-Implied Probability Densities to Understand Oil Market Events
Author(s) -
Deepa D. Datta,
Juan M. Londoño,
Landon Ross
Publication year - 2014
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2014.1122
Subject(s) - econometrics , smoothness , probability density function , economics , probability distribution , statistics , mathematics , mathematical analysis
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