Chapter

Extracting Risk-Neutral Density Information from Options Market Prices

Financial Modeling Principles

  1. Arturo Leccadito PhD1,
  2. Radu Tunaru PhD2

Published Online: 15 DEC 2012

DOI: 10.1002/9781118182635.efm0072

Encyclopedia of Financial Models

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. .

Author Information

  1. 1

    Business Administration Department, Università della Calabria

  2. 2

    Professor of Quantitative Finance, Business School, University of Kent

Publication History

  1. Published Online: 15 DEC 2012

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