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Apreçamento de opçoes de IDI usando distribuiçoes hiperbólicas generalizadas
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Economia aplicada : EA 7 (2003) 4, pp. 767-794
Persistent link: https://www.econbiz.de/10002080861
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Analyzing the use of generalized hyperbolic distributions to value at risk calculations
Barbachan, José Santiago Fajardo; Farias, Aquiles Rocha de - In: Economia aplicada : EA 9 (2005) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10002889308
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Estimating risk aversion, risk-neutral and real-world densities using Brazilian real currency options
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Economia aplicada : EA 16 (2012) 4, pp. 567-577
Persistent link: https://www.econbiz.de/10011447980
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Estimating Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Fajardo, José; Ornelas, José Renato Haas; Farias, … - In: Economia aplicada : EA 16 (2012) 4, pp. 567-579
Persistent link: https://www.econbiz.de/10010167766