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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

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2019-10-31, 18:04	#1
labfans 论坛管理员注册日期: 2007-04-03 帖子: 784 声望力: 5	Estimating Option-Implied Probability Distributions for Asset Pricing 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...