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~institution:"Federal Reserve Bank of Cleveland"
~institution:"Westfälische Wilhelms-Universität Münster"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova
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2017
Persistent link: https://www.econbiz.de/10012200829
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Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B.
(
contributor
);
Craig, Ben R.
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003095093
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
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contributor
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Keller, Joachim G.
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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