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Recovering objective market expectations from option prices for forecasting and risk assessment
Ivanova, Vesela - 2014
Persistent link: https://www.econbiz.de/10010519334
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Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223
Persistent link: https://www.econbiz.de/10010508142