Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)
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More about this item
Keywords
Options; Risk neutral density; Market expectations;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G19 - Financial Economics - - General Financial Markets - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2010-03-20 (MENA - Middle East and North Africa)
- NEP-CWA-2010-03-20 (Central and Western Asia)
- NEP-IFN-2010-03-20 (International Finance)
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