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"Firm-Specific Risk-Neutral Distributions with Options and CDS."

Sirio Aramonte et al. (2022)

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DOI: 10.1287/MNSC.2021.4170

access: closed

type: Journal Article

metadata version: 2022-12-06

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  - journals/mansci/AramonteJRS22
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  - https://dblp.org/rec/journals/mansci/AramonteJRS22
Sirio Aramonte, Mohammad R. Jahan-Parvar, Samuel Rosen, John Schindler:
Firm-Specific Risk-Neutral Distributions with Options and CDS. Manag. Sci. 68(9): 7018-7033 (2022)

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