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Interest rate derivative
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Danmarks Nationalbank
National Bureau of Economic Research
750
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
671
National Bureau of Economic Research (NBER)
352
C.E.P.R. Discussion Papers
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OECD
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World Bank
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Max-Planck-Institut für Ökonomik, Max-Planck-Gesellschaft
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Europäische Kommission
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Suomen Pankki
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Bundesweite Gründerinnenagentur
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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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