Estimating the Implied Risk-Neutral Density for the US Market Portfolio*

Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Volumn , Issue , 2010, Pages

  Figlewski, Stephen ^a  

^a NONE

Author keywords

Options market prices; Risk neutral density functions; S P 500 stock index; US stock market

Indexed keywords

EID: 84920074667     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1093/acprof:oso/9780199549498.003.0015     Document Type: Chapter

References (0)