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

Journal of International Money and Finance

Volumn 19, Issue 6, 2000, Pages 885-915

  Jondeau, Eric ^a   Rockinger, Michael ^b  

^a BANQUE DE FRANCE   (France)

^b HEC PARIS   (France)

Author keywords

Exchange rate options; Option pricing; Risk neutral density

Indexed keywords

EID: 0034407422     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00036-X     Document Type: Article

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