The Tails of Option-Implied Probability Distributions

Author	: Jordan B. Zimbelman
Publisher	:
Total Pages	: 0
Release	: 2019
ISBN-10	: OCLC:1404896464
ISBN-13	:
Rating	: 4/5 (64 Downloads)

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Book Synopsis The Tails of Option-Implied Probability Distributions by : Jordan B. Zimbelman

Download or read book The Tails of Option-Implied Probability Distributions written by Jordan B. Zimbelman and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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An earlier article, quot;Implied Binomial Trees,quot; introduced a theoretical model for implying the stochastic process of an underlying asset price from the p