| ID | 332474 |
| Title Proper | The option -iPoD. The probability of defaault implied byoption prices based on entropy |
| Language | ENG |
| Author | Capuano,Christian |
| `In' analytical Note | In Catao, Luis,etc, Laxton,Douglas & Pagan, Adrian: Monetary Transmission in an emerging targeter :Case of Brazil. Washington. World Bank, 2008.--(IMFWP/08/191) |
| Journal Source | In Catao, Luis,etc, Laxton,Douglas & Pagan, Adrian: Monetary Transmission in an emerging targeter :Case of Brazil. Washington. World Bank, 2008.--(IMFWP/08/191)
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| Classification Number | IMF |
| Key Words | endogenous default baarrier ; cross entropy ; option contracts ; volatility smile |