Estimating the probability distribution of the future exchange rate from option prices

Journal of Derivatives

Volumn 5, Issue 2, 1997, Pages 18-36

  Malz, Allan M ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001898990     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407988     Document Type: Article

References (17)

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