Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Year of publication: |
1997
|
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Authors: | Jondeau, Eric ; Rockinger, Michael |
Institutions: | Banque de France / Direction des Etudes Economiques et de la Recherche (contributor) |
Publisher: |
[Paris] : Dir. des Etudes Economiques et de la Recherche |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
Extent: | 27, [4] S. graph. Darst |
---|---|
Series: | Notes d'études et de recherche : NER. - Paris, ZDB-ID 2488025-5. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | French |
Source: | ECONIS - Online Catalogue of the ZBW |
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