Crash risk and risk neutral densities
Year of publication: |
2018
|
---|---|
Authors: | Chen, Ren-Raw ; Hsieh, Pei-lin ; Huang, Jeffrey |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 47.2018, p. 162-189
|
Subject: | European crisis | FX option | Risk neutral density | Subprime crisis | Tail risk | Finanzkrise | Financial crisis | Risiko | Risk | Statistische Verteilung | Statistical distribution | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure |
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