made an estimate of the distribution of prices of the SPX in one year by looking at SPX options prices, smoothing the implied volatilities and using Breeden-Litzenberger.
(not financial advice etc, just a fun side project)
made an estimate of the distribution of prices of the SPX in one year by looking at SPX options prices, smoothing the implied volatilities and using Breeden-Litzenberger.
(not financial advice etc, just a fun side project)