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

Bibliographic Information

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

Shigenori Shiratsuka

(IMES discussion paper series, no. 2001-E-1)

Bank of Japan. Institute for Monetary and Economic Studies, 2001

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Note

Bibliography: p. 20-22

Related Books: 1-1 of 1

Details

  • NCID
    BA55839300
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tokyo
  • Pages/Volumes
    37 p.
  • Size
    30 cm
  • Classification
  • Parent Bibliography ID
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