R-Financiers, Are there R functions available for extracting the risk-neutral probability distribution from option prices? A paper reviewing the many techniques available is available below: http://www.uni-konstanz.de/FuF/wiwi/jackwerth/jackwerth/paper14.pdf Cheers, Robert Robert McGehee, CFA Geode Capital Management, LLC One Post Office Square, 28th Floor | Boston, MA | 02109 Tel: 617/392-8396 Fax:617/476-6389 mailto:robert.mcgehee at geodecapital.com This e-mail, and any attachments hereto, are intended fo...{{dropped:11}}
Risk Neutral Probability Distribution
1 message · McGehee, Robert