Calibration of Johnson-S U  Distribution of Future Price of Underlying Asset Based on Option Prices

P. A. Arbuzov; D. Yu. Golembiovsky

Issues of Risk Analysis
Problemy analiza riska

ISSN 1812-5220 (Print)
ISSN 2658-7882 (Online)

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Issues of Risk Analysis

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Arbuzov P.A., Golembiovsky D.Yu. Calibration of Johnson-S_U Distribution of Future Price of Underlying Asset Based on Option Prices. Issues of Risk Analysis. 2024;21(2):78-93. (In Russ.)

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ISSN 1812-5220 (Print)
ISSN 2658-7882 (Online)

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