Open AccessZero Bound, Option-Implied PDFs, and Term Structure Models
Author(s) -
Don H. Kim
Publication year - 2008
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2008.31
Subject(s) - boundary (topology) , cumulative distribution function , mathematics , zero (linguistics) , probability density function , function (biology) , dirac delta function , interest rate , econometrics , statistical physics , statistics , physics , mathematical analysis , economics , linguistics , philosophy , evolutionary biology , monetary economics , biology
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