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October 01, 2014
 

The Search found 3 of 13733 documents sorted by Date with the following criteria:
Subject/Keyword: Inverse problem

 
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1. Title: Crude Oil Prices: Trends and Forecast
  Author/Editor: Krichene, Noureddine
  Series: Working Paper No. 08/133
  Published: May 01, 2008
  Subject(s): Oil prices | Commodity prices | Exchange rate depreciation | Inflation | Monetary policy
  Author's Keyword(s): Characteristic function | crude oil prices | density forecast | Esscher transform | Fourier transform | inverse problem | normal inverse Gaussian | monetary policy | option prices.
 
2. Title: Subordinated Levy Processes and Applications to Crude Oil Options
  Author/Editor: Krichene, Noureddine ; International Monetary Fund. African Dept.
  Series: Working Paper No. 05/174
  Published: September 01, 2005
  Subject(s): Economic models | Oil pricing policy | Risk premium
  Author's Keyword(s): Levy processes | Characteristic functions | Esscher transform | Fourier transform | Option pricing | Inverse problem | Risk-neutral density | volatility
 
3. 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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