The Fat Left Tail
A post-as-motivated blog about finance, current events, and good times
Showing posts with label
option models
.
Show all posts
Showing posts with label
option models
.
Show all posts
Thursday, November 11, 2010
Using Options to Estimate Future Asset Distributions - An Idea in Progress
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Researchers have spent a lot of time discussing how past return distributions have taken significant departures from the "normal dist...
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