The relation between physical and risk-neutral cumulants
Year of publication: |
2013
|
---|---|
Authors: | Zhao, Huimin ; Zhang, Jin E. ; Chang, Eric Chieh |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 13.2013, 3, p. 345-381
|
Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | USA | United States | 1996-2005 |
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