Confidence intervals and constant-maturity series for probability measures extracted from options prices

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Bibliographische Detailangaben
Veröffentlicht in:	Information in financial asset prices
1. Verfasser:	Melick, William Robert (VerfasserIn)
Weitere Verfasser:	Thomas, Charles (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1999
Schlagworte:	Statistische Methode > Optionspreistheorie > Volatilität > Theorie > Aufsatz im Buch
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