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ECONIS (ZBW)
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1
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
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2
Assessing central counterparty margin coverage on futures contracts using GARCH models
Knott, Raymond
(
contributor
);
Polenghi, Marco
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003267237
Saved in:
3
Electronic versus open outcry markets : the case of the bund futures contract
Breedon, Francis J.
;
Holland, Allison
-
1998
Persistent link: https://www.econbiz.de/10000978782
Saved in:
4
Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder
-
1997
Persistent link: https://www.econbiz.de/10000654569
Saved in:
5
Why do the LIFFE and DTB bund futures contracts trade at different prices?
Breedon, Francis J.
-
1996
Persistent link: https://www.econbiz.de/10000631397
Saved in:
6
Deriving estimates of inflation expectations from the prices of UK government bonds
Deacon, Mark
;
Derry, Andrew J.
-
1994
Persistent link: https://www.econbiz.de/10000891400
Saved in:
7
The effect of futures trading on cash market volatility : evidence from the London stock exchange
Robinson, Gary
-
1993
Persistent link: https://www.econbiz.de/10000875870
Saved in:
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