empirical performance of option based densities of foreign exchange
By: Ben R. Craig and Joachim G. Keller.
Contributors: Keller, Joachim G.; Oesterreichische Nationalbank.
Series: Working paper -- 60.; Working papers (Oesterreichische Nationalbank) -- 60.
Publisher: Oesterreichische Nationalbank
Published: 2002
Place of publication: Wien
Language: eng
Number of pages: 29
Subjects: Foreign exchange options -- Prices -- Econometric models.
Notes: Includes bibliographical references (p. 23-24).