مرکز منطقه ای اطلاع رساني علوم و فناوري - Reading the smile: the message conveyed by methods which infer risk neutral densities

Title of article :

Reading the smile: the message conveyed by methods which infer risk neutral densities

Author/Authors :

Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

885

To page :

915

Keywords :

Exchange rate options , Risk–neutral density , option pricing

Journal title :

Journal of International Money and Finance

Serial Year :

2000

Journal title :

Journal of International Money and Finance

Record number :

191268

Link To Document :