Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation With an Application to Eurodollar Futures Options
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| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Atlanta
Federal Reserve Bank of Atlanta
1996
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| Ausgabe: | 1. ed. |
| Schriftenreihe: | Working Paper
96-5 |
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| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation |b With an Application to Eurodollar Futures Options |c Peter A. Abken, Dilip B. Madan, Sailesh Ramamurtie |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1996 | |
| 300 | |a 41 s. | ||
| 490 | 1 | |a Working Paper |v 96-5 | |
| 830 | 0 | |a Working Paper |v 96-5 | |
| 610 | 2 | 0 | |a eurodolár |
| 610 | 2 | 0 | |a obchody opčné |
| 610 | 2 | 0 | |a obchody termínové |
| 100 | 1 | |a Abken, Peter A. | |
| 700 | 1 | |a Madan, Dilip B. | |
| 700 | 1 | |a Ramamurtie, Sailesh | |