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Estimating Option-Implied Probability Distributions for Asset Pricing

version 1.0.0.1 (5.24 KB) by Ken Deeley
Create fan charts for future asset prices based on sparse call/put price market data
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Updated01 Sep 2016

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This submission contains all code and data used in the technical article "Estimating Option-Implied Probability Distributions for Asset Pricing".

Cite As

Ken Deeley (2022).Estimating Option-Implied Probability Distributions for Asset Pricing(//www.tatmou.com/matlabcentral/fileexchange/53473-estimating-option-implied-probability-distributions-for-asset-pricing), MATLAB Central File Exchange. Retrieved.

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
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