Moments Extraction from Implied Probability Distribution: Nonstructural Approach

dc.contributor.author	Poklepović, Tea
dc.contributor.author	Aljinović, Zdravka
dc.contributor.author	Rozga, Ante
dc.date.accessioned	2021-08-09T10:05:06Z
dc.date.available	2021-08-09T10:05:06Z
dc.date.issued	2016-03-31
dc.identifier.issn	2424-6433
dc.identifier.uri	http://220.247.247.85:8081/handle/123456789/40900
dc.description	Financial Economics, Faculty of Economics, University of Split, Croatia	en_US
dc.publisher	GARI Publisher	en_US
dc.relation.ispartofseries	Volume. 01;Issue. 01
dc.subject	market expectation	en_US
dc.subject	risk-neutral density	en_US
dc.subject	mixture of log-normals	en_US
dc.subject	Edgeworth expansions	en_US
dc.subject	Shimko’s model	en_US
dc.subject	maturity horizon	en_US
dc.subject	DAX index options	en_US
dc.title	Moments Extraction from Implied Probability Distribution: Nonstructural Approach	en_US
dc.type	Article	en_US