RECOVERING PROBABILISTIC INFORMATION FROM OPTION MARKETS - TESTS OF DISTRIBUTIONAL ASSUMPTIONS

Authors
SHERRICK BJ GARCIA P TIRUPATTUR V
Citation
Bj. Sherrick et al., RECOVERING PROBABILISTIC INFORMATION FROM OPTION MARKETS - TESTS OF DISTRIBUTIONAL ASSUMPTIONS, The journal of futures markets, 16(5), 1996, pp. 545-560
Citations number
15
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
5
Year of publication
1996
Pages
545 - 560
Database
ISI
SICI code
0270-7314(1996)16:5<545:RPIFOM>2.0.ZU;2-8