Extracting Risk-Neutral Density Information from Options Market Prices
Financial Modeling Principles
Published Online: 15 DEC 2012
Copyright © 2013 by Frank J. Fabozzi. All rights reserved.
Encyclopedia of Financial Models
How to Cite
Leccadito, A. and Tunaru, R. 2012. Extracting Risk-Neutral Density Information from Options Market Prices. Encyclopedia of Financial Models. .
- Published Online: 15 DEC 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!