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Estimating risk aversion, risk-neutral and real-world densities using Brazilian real currency options
Barbachan, José Santiago Fajardo
;
Ornelas, José …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-577
Persistent link: https://www.econbiz.de/10011447980
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2
Apreçamento de opçoes de IDI usando distribuiçoes hiperbólicas generalizadas
Barbachan, José Santiago Fajardo
;
Ornelas, José …
- In:
Economia aplicada : EA
7
(
2003
)
4
,
pp. 767-794
Persistent link: https://www.econbiz.de/10002080861
Saved in:
3
Analyzing the use of generalized hyperbolic distributions to value at risk calculations
Barbachan, José Santiago Fajardo
;
Farias, Aquiles Rocha de
- In:
Economia aplicada : EA
9
(
2005
)
1
,
pp. 25-38
Persistent link: https://www.econbiz.de/10002889308
Saved in:
4
Estimating Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Fajardo, José
;
Ornelas, José Renato Haas
;
Farias, …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-579
Persistent link: https://www.econbiz.de/10010167766
Saved in:
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