Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices.

Autor: Haitao Li1, Feng Zhao2 feng.zhao@utdallas.edu
Zdroj: Review of Financial Studies. Nov2009, Vol. 22 Issue 11, p4335-4376. 42p. 2 Charts, 11 Graphs.
Databáze: Business Source Ultimate
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