Capuano, C. (2008). The Option-iPoD: The probability of default implied by option prices based on entropy. International Monetary Fund.
Chicago Style (17th ed.) CitationCapuano, Christian. The Option-iPoD: The Probability of Default Implied by Option Prices Based on Entropy. [Washington, District of Columbia]: International Monetary Fund, 2008.
MLA (9th ed.) CitationCapuano, Christian. The Option-iPoD: The Probability of Default Implied by Option Prices Based on Entropy. International Monetary Fund, 2008.
Warning: These citations may not always be 100% accurate.