Selected Entire List   Wagener, Tom  SSRN Author Rank: 38,304 by Downloads   National Bank of Denmark  Havnegade 5  DK-1093 Copenhagen K  Denmark  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

	The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
	Popular RSS readers

. Wagener, Tom's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 445 Total Citations 3 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Extracting Risk Neutral Probability Densities by Fitting Implied Volatility Smiles: Some Methodological Points and an Application to the 3M Euribor Futures Options Prices | Show Abstract Hide Abstract | Download | ECB Working Paper No. 198 Working Paper Series Andersen, Allan B. University of Aarhus - School of Economics and Management Wagener, Tom National Bank of Denmark Posted: 27 Feb 03 445 (29,739) 3 Implied volatility, risk neutral density estimation, interest rate expectations Records 1 - 1 of 1 matches [ 1 ]

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 0.140 seconds