Interpreting implied risk-neutral densities : the role of risk premia
Year of publication: |
2005
|
---|---|
Authors: | Hördahl, Peter ; Vestin, David |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 9.2005, 1, p. 97-137
|
Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Risikoprämie | Risk premium | Theorie | Theory | Deutschland | Germany | Risikoneutralität | Risk neutrality |
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