Predicting completion of cash acquisitions using option implied risk-neutral probabilities
Estimate risk-neutral probabilities and the rational for its application. Empirical results of predictive power assessment for risk-neutral probabilities as well as their comparisons with stock-implied probabilities defined as in Samuelson and Rosenthal.
02.11.2015 |
Economics and Finance |
Экономика и экономическая теория |
Язык: английский |
Просмотры: 129
