%0 Journal Article
%T Risk-Neutral Densities: A Review
%A Stephen Figlewski
%J -
%D 2018
%R 10.1146/annurev-financial-110217-022944
%X Trading in options with a wide range of exercise prices and a single maturity allows a researcher to extract the market's risk-neutral density (RND) over the underlying price at expiration. The RND..
%U https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110217-022944