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mathworks/estimating-option-implied-probability-distributions-for-asset-pricing

Forecasting the performance of an asset and quantifying the uncertainty associated with such a forecast is a difficult task: one that is frequently made more difficult by a shortage of observed market data. This example illustrates one approach for creating a price forecast based on option price data.

语言:MATLAB · GitHub 星标:9 · Fork:3

话题:market-data · market-risk · matlab · matlab-quant-finance · option-pricing

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