Non Parametric Extraction of Implied Asset Price Distributions

Jerome V. Healy, Maurice Dixon, Brian J. Read, Fang Fang Cai

Research output: Contribution to journal › Article

3 Citations (Scopus)

Original language	English
Pages (from-to)	121-128
Number of pages	8
Journal	Physica A: Statistical Mechanics and Its Applications
Volume	382
Issue number	1
DOIs	https://doi.org/10.1016/j.physa.2007.02.013
Publication status	Published - 2007

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title = "Non Parametric Extraction of Implied Asset Price Distributions",

author = "Healy, {Jerome V.} and Maurice Dixon and Read, {Brian J.} and Cai, {Fang Fang}",

year = "2007",

doi = "10.1016/j.physa.2007.02.013",

language = "English",

volume = "382",

pages = "121--128",

journal = "Physica A: Statistical Mechanics and Its Applications",

issn = "0378-4371",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Non Parametric Extraction of Implied Asset Price Distributions

AU - Healy, Jerome V.

AU - Dixon, Maurice

AU - Read, Brian J.

AU - Cai, Fang Fang

PY - 2007

Y1 - 2007

U2 - 10.1016/j.physa.2007.02.013

DO - 10.1016/j.physa.2007.02.013

M3 - Article

VL - 382

SP - 121

EP - 128

JO - Physica A: Statistical Mechanics and Its Applications

JF - Physica A: Statistical Mechanics and Its Applications

SN - 0378-4371

IS - 1

ER -