Analyzing the risks embedded in option prices with rndfittool
Year of publication: |
June 2018
|
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Authors: | Barletta, Andre ; Santucci de Magistris, Paolo |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-15
|
Subject: | European options | risk-neutral density | MATLAB app | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020028 [DOI] hdl:10419/195820 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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