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Modern View
INVERSE PROBLEM
(3)
answer(s).
Srl
Item
1
ID:
332418
Crude oil prices:Trends and forecast
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Monetary policy
;
Inverse problem
;
Esscher transform
;
Characteristic function
;
Crude oil prices
;
density forecast
Export
2
ID:
313351
Deriving market expectations for the Euro-dollar exchange rate from option prices
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Volatility
;
Exchange Rates
;
Finite difference
;
Implied risk-neutral distribution
;
Inverse problem
;
Market expectations
;
Options prices
;
Smile
;
State prices
Export
3
ID:
313746
Subordinated levy processes and applications to crude oil options
/ Krichene, Noureddine
Krichene, Noureddine
Article
0 Rating(s) & 0 Review(s)
Key Words
Option pricing
;
Volatility
;
Inverse problem
;
Characteristic functions
;
Esscher transform
;
Fourier transform
;
Levy processes
;
Risk-neural density
Export