- 1. S: Finance: Calculating Implied pdfs from Option Prices (score: 1)
- Author: mark salmon <m.salmon@city.ac.uk>
- Date: Tue, 25 Jun 2002 12:25:35 +0100
- Does anyone have code they are willing to share to calculate implied pdfs from option prices? Otherwise I will spend this afternoon doing it if anyone else wants it. thanks, Mark Salmon -- Professor
- /archives/html/s-news/2002-06/msg00201.html (7,211 bytes)
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