Number of the records: 1  

Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation

  1. Title Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation : With an Application to Eurodollar Futures Options
    Author infoPeter A. Abken, Dilip B. Madan, Sailesh Ramamurtie
    Author Abken Peter A.
    Co-authors Madan Dilip B.
    Ramamurtie Sailesh
    Issue dataAtlanta : Federal Reserve Bank of Atlanta , 1996. - 41 s.
    Issue1. ed.
    Edition Working Paper , 96-5
    Document kindsprávy výskumné
    LanguageEnglish
    Country of EditionUnited States of America
    systematics 336.76 - Burzovníctvo. Peňažný trh
    Keywords eurodolár * obchody opčné * obchody termínové
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number731285

    Call numberLocationSublocationInfo
    731285SEKSklad knižničného fonduavailaible

Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.