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~institution:"Danmarks Nationalbank"
~subject:"Volatility"
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Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M Euribor futures
option
prices
Bødskov Andersen, Allan
(
contributor
); …
-
2002
-
[Elektronische Ressource]
-month Euribor futures
option
prices. Constant horizon risk neutral densities are calculated and summary statistics from these …
Persistent link: https://www.econbiz.de/10001723101
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