| Title | Other author(s) | |
|---|---|---|
Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functionsBank of England Working papers [View] (Paper: wp455, 04.12.2012) |
||
A quantitative mirror on the Euribor market using implied probability density functions,European Central Bank Working papers [View] (Paper: 1281, 03.01.2011) |
