Decomposing the Option Pricing Problem : : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities.
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| Place / Publishing House: | Linköping : : Linkopings Universitet,, 2022. {copy}2022. |
| Year of Publication: | 2022 |
| Edition: | 1st ed. |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (96 pages) |
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Table of Contents:
- Intro
- Abstract
- Sammanfattning
- Acknowledgments
- List of Papers
- Author Statements
- Contents
- 1 Introduction
- 2 Derivative Pricing Theory
- 3 Interest Rate and Dividend Theory
- 4 Distribution Estimation
- 5 Summary of the Dissertation and Future Research
- Bibliography.