Recovering probabilistic information from option markets: Tests of distributional assumptions

Bruce J. Sherrick; Philip Garcia; Viswanath Tirupattur

doi:10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g

Recovering probabilistic information from option markets: Tests of distributional assumptions

Bruce J. Sherrick, Philip Garcia, Viswanath Tirupattur

Agricultural and Consumer Economics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	545-560
Number of pages	16
Journal	Journal of Futures Markets
Volume	16
Issue number	5
DOIs	https://doi.org/10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g
State	Published - 1996

ASJC Scopus subject areas

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

Online availability

10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g

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@article{5a61a4006bb64756bd32f74a357830d8,

title = "Recovering probabilistic information from option markets: Tests of distributional assumptions",

author = "Sherrick, {Bruce J.} and Philip Garcia and Viswanath Tirupattur",

year = "1996",

doi = "10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g",

language = "English (US)",

volume = "16",

pages = "545--560",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

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AU - Garcia, Philip

AU - Tirupattur, Viswanath

PY - 1996

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DO - 10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g

M3 - Article

AN - SCOPUS:0030486273

SN - 0270-7314

VL - 16

SP - 545

EP - 560

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 5

ER -

Recovering probabilistic information from option markets: Tests of distributional assumptions

ASJC Scopus subject areas

Online availability

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