Economics and Finance

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: 174