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. - Elsevier, ISSN 0261-5606. - Vol. 19.2000, 6, p. 885-915
|
| Publisher: |
Elsevier |