Back to Results
First PageMeta Content
Finance / Options / Economics / European System of Central Banks / European Central Bank / Danmarks Nationalbank / Volatility smile / Black–Scholes / Havnegade / Mathematical finance / Financial economics / Central banks


Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices
Add to Reading List

Document Date: 2003-11-28 10:20:06

Open Document

File Size: 801,11 KB

Share Result on Facebook

City

Frankfurt am Main / Copenhagen / /

Company

3M / /

Country

Germany / /

Currency

USD / /

/

IndustryTerm

Internet Fax Telex Kaiserstrasse / /

Organization

European Central Bank / Danmarks Nationalbank / Aarhus School of Business / /

Person

Christian Olgaard / Nicki Sorensen / TOM WAGENER / Peter E. Storgaard / Christian Beier / ALLAN BODSKOV ANDERSEN / /

/

Position

author / /

Product

B 47 / /

ProgrammingLanguage

TOM / R / K / /

URL

http /

SocialTag