A sequential quadratic programming method for volatility estimation in option pricing
Bertram Düring; Ansgar Jüngel; S. Volkwein
| Year of publication: |
June 2006
|
|---|---|
| Other Persons: | Düring, Bertram (contributor) ; Jüngel, Ansgar (contributor) ; Volkwein, Stefan (contributor) |
| Publisher: |
Konstanz : CoFE |
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming |
freely available
| Extent: | Online-Ressource, 27 S., Text graph. Darst. |
|---|---|
| Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2006,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/32156 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003365267