Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia*

DOI10.1007/S10679-005-2989-7MaRDI QIDQ3374843zbMATH OpenOpenAlexFDO

Authors Peter Hördahl, David Vestin

Publication date 23 February 2006

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp274.pdf

Mathematics Subject Classification ID

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