Testing the forecasting performance of Ibex-35 option-implied risk-neutral densities

  1. Alonso, Francisco
  2. Blanco Escolar, Roberto
  3. Rubio Irigoyen, Gonzalo
Revue:
DFAE-II WP Series

ISSN: 1988-088X

Année de publication: 2005

Número: 9

Type: Working Paper

DIALNET GOOGLE SCHOLAR lock_openADDI editor

D'autres publications dans: DFAE-II WP Series

La source de données: Dialnet