Department of Economics and Business Economics

Estimating Risk-Neutral Density from Option Prices with a MATLAB App

Research output: Other contributionNet publication - Internet publicationCommunication

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Estimating Risk-Neutral Density from Option Prices with a MATLAB App. / Barletta, Andrea; Santucci de Magistris, Paolo.

The MathWorks, Inc.. 2018, Technical Articles and Newsletters.

Research output: Other contributionNet publication - Internet publicationCommunication

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@misc{ef718c592e054da0b77cdafd22fe2d6b,
title = "Estimating Risk-Neutral Density from Option Prices with a MATLAB App",
author = "Andrea Barletta and {Santucci de Magistris}, Paolo",
year = "2018",
language = "English",
publisher = "The MathWorks, Inc.",
type = "Other",

}

RIS

TY - ICOMM

T1 - Estimating Risk-Neutral Density from Option Prices with a MATLAB App

AU - Barletta, Andrea

AU - Santucci de Magistris, Paolo

PY - 2018

Y1 - 2018

M3 - Net publication - Internet publication

PB - The MathWorks, Inc.

ER -