The Empirical Performance of Option Based Densities of Foreign Exchange
| Year of publication: |
2016
|
|---|---|
| Authors: | Craig, Ben R. |
| Other Persons: | Keller, Joachim (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Optionspreistheorie | Option pricing theory | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Devisenoption | Currency option | Volatilität | Volatility | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
| Description of contents: |
Risk neutral densities (R ...
|
freely available
| Extent: | 1 Online-Ressource (41 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2002,07 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2002 erstellt |
| Other identifiers: | 10.2139/ssrn.2785143 [DOI] |
| Classification: | C52 - Model Evaluation and Testing ; F47 - Forecasting and Simulation ; C63 - Computational Techniques ; F31 - Foreign Exchange |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991281