Reading the smile: the message conveyed by methods which infer risk neutral densities
Year of publication: |
2000
|
---|---|
Authors: | Jondeau, Eric ; Rockinger, Michael |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 6, p. 885-915
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international money and finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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