Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
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Cited by:
- Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014.
"Irrational Market Makers,"
Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
- Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013. "Irrational Market Makers," Economics Department Working Paper Series n261-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Bednarik, Radek, 2008. "Analýza volatility devizových kurzů vybraných ekonomik [The Analysis of Volatility of Selected Countries' Exchange Rates]," MPRA Paper 15046, University Library of Munich, Germany.
- Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics Department Working Paper Series n1870108.pdf, Department of Economics, National University of Ireland - Maynooth.
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Keywords
WP; strike price; forward rate; probability distribution;All these keywords.
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