The Forecast Ability of Risk-Neutral Densities of Foreign Exchange
| Year of publication: |
2016
|
|---|---|
| Authors: | Craig, Ben R. |
| Other Persons: | Keller, Joachim (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory |
| Description of contents: |
We estimate the process underlying the pricing of American options by
|
freely available
| Extent: | 1 Online-Ressource (48 p) |
|---|---|
| Series: | Bundesbank Series 2 Discussion Paper ; No. 2005,05 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
| Other identifiers: | 10.2139/ssrn.2793963 [DOI] |
| Classification: | F47 - Forecasting and Simulation ; C63 - Computational Techniques ; F31 - Foreign Exchange ; C52 - Model Evaluation and Testing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012989325