Blar i Norges Banks vitenarkiv på forfatter "Syrdal, Stig Arild"
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A Study of Implied Risk-Neutral Density Functions in the Norwegian Option Market
Syrdal, Stig Arild (Working Papers;13/2002, Working paper, 2002)Option prices are assumed to contain unique information about how market participants assess the likelihood of different outcomes for future market prices. The main object of this study is to analyse the potential value ...