The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Michael Funke, Julius Loermann and Richhild Moessner
| Year of publication: |
2021
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| Authors: | Funke, Michael ; Loermann, Julius ; Moessner, Richhild |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 3, p. 63-79
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| Subject: | forecasting | options | risk-neutral probability densities | Swiss franc | Wechselkurs | Exchange rate | Schweiz | Switzerland | Optionspreistheorie | Option pricing theory | Schweizer Franken | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Schätzung | Estimation | Volatilität | Volatility | Frankreich | France |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012594159