Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
| Autor: | Li, Haitao, Zhao, Feng |
|---|---|
| Zdroj: | The Review of Financial Studies, 2009 Nov 01. 22(11), 4335-4376. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Li, Haitao, Zhao, Feng |
|---|---|
| Zdroj: | The Review of Financial Studies, 2009 Nov 01. 22(11), 4335-4376. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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