The Probability Density Function of Interest Rates Implied in the Price of Options
Year: 2006
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.899976
Authors: Fabio Fornari, Roberto Violi
Institutions: European Central Bank, Bank of Italy
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2102803256