Title of article :
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
Author/Authors :
Nikolaos Panigirtzoglou، نويسنده , , George Skiadopoulos، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Implied distribution , option pricing , principal components analysis , Value-at-Risk , Monte Carlo simulation
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
