Härdle, Wolfgang; Cabrera, Brenda López - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
the Chicago Mercantile Exchange (CME), which is an important parameter of the associated equivalent martingale measures … the Chicago Mercantile Exchange (CME), which is an important parameter of the associated
equivalent martingale measures … index, HDD index, market price of risk, risk premium, CME
JEL classi cation: G19, G29, N26, N56, Q29, Q54
Acknowledgements …