IMF Publications by Subject
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Option pricing:
2013
Title: Unconventional Monetary Policy and Asset Price Risk
Series: Working Paper No. 13/190
Date: August 30, 2013
Subject: Central banks and their policies Option pricing United States
2010
Title: A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Series: Working Paper No. 10/181
Date: August 1, 2010
Subject: Option pricing
2007
Title: Pricing Fund Liquidity Provision
Series: Working Paper No. 07/45
Date: February 1, 2007
Subject: Economic models Fund liquidity Lender of last resort Option pricing Pricing policy
2006
Title: Recent Dynamics of Crude Oil Prices
Series: Working Paper No. 06/299
Date: December 1, 2006
Subject: Crude oil Economic models Energy Oil prices Option pricing
2005
Title: Subordinated Levy Processes and Applications to Crude Oil Options
Series: Working Paper No. 05/174
Date: September 1, 2005
Subject: Option pricing