Work

Estimating the Probability Distribution of the Future Exchange Rate from Option Prices

Year: 1997

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1997.407988

Author: Allan M. Malz

Institution: Federal Reserve Bank of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1993301979

FWCI: 4.062

Cites: 11

Cited by: 240

Related to: 10