Generating Options-Implied Probability Densities to Understand Oil Market Events.
| Autor: | Datta, Deepa Dhume deepa.d.datta@frb.gov, Londono, Juan M. juan-miguel.londono-yarce@frb.gov, Ross, Landon J. landon.j.ross@frb.gov |
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| Zdroj: | Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. Oct2014, Issue 1123, preceding p1-48. 49p. |
| Databáze: | Business Source Ultimate |
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