Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia*
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Publication:3374843
DOI10.1007/s10679-005-2989-7zbMath1125.91347OpenAlexW2022562554MaRDI QIDQ3374843
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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Estimating risk-neutral density with parametric models in interest rate markets ⋮ Risk measures and behaviors for bonds under stochastic interest rate models ⋮ Pricing catastrophe risk bonds: a mixed approximation method
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