Estimating Option-Implied Distributions for Asset Pricing
This example shows how to create a forecast for the performance of an asset, starting with relatively scarce option price data.
https://github.com/mathworks/estimating-option-implied-probability-distributions-for-asset-pricing
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Cite As
Ken Deeley (2026). Estimating Option-Implied Distributions for Asset Pricing (https://github.com/mathworks/estimating-option-implied-probability-distributions-for-asset-pricing/releases/tag/v1.0.6), GitHub. Retrieved .
General Information
- Version 1.0.6 (3.54 MB)
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View License on GitHub
MATLAB Release Compatibility
- Compatible with R2022b and later releases
Platform Compatibility
- Windows
- macOS
- Linux
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.
