Recovering probabilistic information from option markets: Tests of distributional assumptions

Bruce J. Sherrick, Philip Garcia, Viswanath Tirupattur

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)545-560
Number of pages16
JournalJournal of Futures Markets
Volume16
Issue number5
DOIs
StatePublished - Jan 1 1996

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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