The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options
| Year of publication: |
1997-04-08
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| Authors: | Mizrach, Bruce |
| Institutions: | Department of Economics, Rutgers University-New Brunswick |
| Subject: | ERM | implied probabilities | options | volatility smile |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Classification: | F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005800346