Title of article
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
Author/Authors
Nikolaos Panigirtzoglou، نويسنده , , George Skiadopoulos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
22
From page
1499
To page
1520
Keywords
Implied distribution , option pricing , principal components analysis , Value-at-Risk , Monte Carlo simulation
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193611
Link To Document