A study of implied risk-neutral density functions in the Norwegian option market
by Stig Arild Syrdal
| Year of publication: |
2002
|
|---|---|
| Authors: | Syrdal, Stig Arild |
| Publisher: |
Oslo |
| Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Norwegen | Norway | Statistische Verteilung | Statistical distribution |
| Extent: | 104 S graph. Darst |
|---|---|
| Series: | Working paper / Norges Bank. - Oslo : [Verlag nicht ermittelbar], ISSN 1502-5780, ZDB-ID 2382188-7. - Vol. 2002,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 79 - 82 Internetausg.: http://www.norges-bank.no/publikasjoner/arbeidsnotater/pdf/arb-2002-13.pdf |
| ISBN: | 82-7553-204-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001726532