Option Pricing: Real and Risk-Neutral Distributions

Option Pricing: Real and Risk-Neutral Distributions
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ISBN-10 : OCLC:958012765
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Book Synopsis Option Pricing: Real and Risk-Neutral Distributions by : George M. Constantinides

Download or read book Option Pricing: Real and Risk-Neutral Distributions written by George M. Constantinides and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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In this partial and selective literature review of option implied risk-neutral distributions and of implied binomial trees, we start by observing that in effici