Showing 1 - 10 of 6,578
Persistent link: https://www.econbiz.de/10001548868
Persistent link: https://www.econbiz.de/10001618860
Persistent link: https://www.econbiz.de/10001773777
Persistent link: https://www.econbiz.de/10001692513
Persistent link: https://www.econbiz.de/10001637762
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10001656178
Persistent link: https://www.econbiz.de/10001659017
Persistent link: https://www.econbiz.de/10002200680
Persistent link: https://www.econbiz.de/10001871037
Persistent link: https://www.econbiz.de/10002542714