Information content of implied probability distributions : empirical studies on Japanese stock price index options

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Bibliographic Information

Title
"Information content of implied probability distributions : empirical studies on Japanese stock price index options"
Statement of Responsibility
Shigenori Shiratsuka
Publisher
  • Bank of Japan. Institute for Monetary and Economic Studies
Publication Year
  • 2001
Book size
30 cm

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Notes

Bibliography: p. 20-22

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Details 詳細情報について

  • CRID
    1130282272899395072
  • NII Book ID
    BA55839300
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Classification
  • Data Source
    • CiNii Books
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