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查看完整版本 : Estimating Option-Implied Probability Distributions for Asset Pricing


labfans
2019-10-31, 18:04
This article describes a workflow in which MATLAB is used to create a forecast for the performance of an asset, starting with relatively scarce option price data observed from the market.

2015-11-04 07:00 AM


更多... ( http://www.mathworks.com/company/newsletters/articles/estimating-option-implied-probability-distributions-for-asset-pricing.html )