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June 20, 2013
The Search found
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Subject/Keyword:
Finite difference
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Title:
Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
Author/Editor:
Krichene, Noureddine
Series:
Working Paper No. 04/196
Published:
October 01, 2004
Subject(s):
Emerging markets
|
Euro
|
U.S. dollar
|
Exchange rates
|
Prices
|
Economic models
Author's Keyword(s):
Exchange rates
|
Finite difference
|
Implied risk-neutral distribution
|
Inverse problem
|
Market expectations
|
Option prices
|
Smile
|
State prices
|
Volatility
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