The empirical performance of option based densities of foreign exchange
Year of publication: |
2002
|
---|---|
Authors: | Craig, Ben R. ; Keller, Joachim G. |
Publisher: |
Wien : OeNB |
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | USA | United States | Währungsrisiko | Kursschwankung |
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