Estimating Option-Implied Probability Distributions for Asset Pricing

版本 1.0.0.1 (5.2 KB) 作者: Ken Deeley
Create fan charts for future asset prices based on sparse call/put price market data

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更新时间 2016/9/1

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This submission contains all code and data used in the technical article "Estimating Option-Implied Probability Distributions for Asset Pricing".

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Ken Deeley (2022). Estimating Option-Implied Probability Distributions for Asset Pricing (https://www.mathworks.com/matlabcentral/fileexchange/53473-estimating-option-implied-probability-distributions-for-asset-pricing), MATLAB Central File Exchange. 检索来源 .

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