1. Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation
Title | Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation : With an Application to Eurodollar Futures Options |
---|---|
Author info | Peter A. Abken, Dilip B. Madan, Sailesh Ramamurtie |
Author | Abken Peter A. |
Co-authors | Madan Dilip B. |
Ramamurtie Sailesh | |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1996. - 41 s. |
Issue | 1. ed. |
Edition | Working Paper , 96-5 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.76 - Burzovníctvo. Peňažný trh |
Keywords | eurodolár * obchody opčné * obchody termínové |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 731285 |