Listagem FGV EESP - Escola de Economia de São Paulo por autor "Mendonça, Gustavo Passebon"
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An analysis of risk-neutral density’s moments for USD/BRL options with applications to trading
Mendonça, Gustavo Passebon
2019-07-26The present work proposes an application of a non-parametric methodology to extract the risk-neutral probability density function (RND) to USD/BRL options. This methodology consists in complementing the RND extracted from ...


