Parametric vs. Non-Parametric Methods for Estimating Option Implied Risk-Neutral Densities : The Case of the Exchange Rate Mexican Peso-US Dollar and Mexican Interest Rates
Year of publication: |
[2008]
|
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Authors: | Benavides, Guillermo |
Other Persons: | Mora, Israel (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Ensayos Revista de Economía, Vol. 27, No. 1, May 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2006 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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