Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities.
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| Format: | eBook |
| Language: | English |
| Published: |
Linköping :
Linkopings Universitet,
2022.
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| Edition: | 1st ed. |
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| Online Access: | Click to View |
Table of Contents:
- Intro
- Abstract
- Sammanfattning
- Acknowledgments
- List of Papers
- Author Statements
- Contents
- 1 Introduction
- 2 Derivative Pricing Theory
- 3 Interest Rate and Dividend Theory
- 4 Distribution Estimation
- 5 Summary of the Dissertation and Future Research
- Bibliography.


