Estimating the Probability Distribution of the Future Exchange Rate from Option Prices
- 30 November 1997
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 5 (2) , 18-36
- https://doi.org/10.3905/jod.1997.407988
Abstract
No abstract availableThis publication has 1 reference indexed in Scilit:
- Dollar jump fears, 1984–1992: distributional abnormalities implicit in currency futures optionsJournal of International Money and Finance, 1996