Work

Reading the smile: the message conveyed by methods which infer risk neutral densities

Year: 2000

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/s0261-5606(00)00036-x

Authors: Eric Jondeau, Michael Rockinger

Institutions: Banque de France, Swiss Finance Institute, University of Lausanne, Centre for Economic Policy Research

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fondation HEC

OpenAlex ID: W3122099208

FWCI: 9.326

Cites: 75

Cited by: 117

Related to: 10