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Reading the smile The message conveyed by methods which infer risk neutral densities

By E. Jondeau, M. Rockinger and London (United Kingdom) Centre for Economic Policy Research

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2009) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05Z - Banking, finance, taxation, 05D - Economics, economic theory, EXCHANGE RATE OPTIONS, OPTIONS PRICING, ELECTIONS
Year: 1998
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Provided by: OpenGrey Repository
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