A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Toby Daglish
| Year of publication: |
2003
|
|---|---|
| Authors: | Daglish, Toby |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 3, p. 327-364
|
| Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Methode | Statistical method | Theorie | Theory | Schätzung | Estimation | Australien | Australia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002214153