Beyond implied volatility

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dc.creatorCont, Rama
dc.date1998-08-24
dc.date.accessioned2026-07-07T03:11:22Z
dc.date.available2026-07-07T03:11:22Z
dc.descriptionAfter 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.
dc.description26 pages, 2 postscript figures. Style file crckapb.sty included. Related papers available on http://www.eleves.ens.fr:8080/home/cont/papers.html ; To appear in: J. Kertesz & I. Kondor (Eds.): Econophysics: an emerging science, Dordrecht: Kluwer, 1998
dc.identifierhttps://arxiv.org/abs/cond-mat/9808262
dc.identifierhttp://arxiv.org/abs/cond-mat/9808262
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/28550
dc.subjectCondensed Matter
dc.titleBeyond implied volatility
dc.typetext

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