Alternative methods to estimate implied variance : review and comparison
Year of publication: |
December 2018
|
---|---|
Authors: | Chen, Yibing ; Lee, Cheng F. ; Lee, John ; Chang, Jow-Ran |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 21.2018, 4, p. 1-28
|
Subject: | Estimate implied variance | MATLAB approach | approximation approach | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
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