Extracting Risk Neutral Probability Densities by Fitting Implied Volatility Smiles : Some Methodological Points and an Application to the 3m Euribor Futures Options Prices
Year of publication: |
[2004]
|
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Authors: | Andersen, Allan B. |
Other Persons: | Wagener, Tom (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2002 erstellt |
Other identifiers: | 10.2139/ssrn.359060 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; F33 - International Monetary Arrangements and Institutions ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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