Bias correction for bond option greeks via jackknife
Jinyu Zhang, Kang Gao, and Yong Li
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Jinyu ; Gao, Kang ; Li, Yong |
| Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 28.2021, 4, p. 45-63
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| Subject: | Derivatives | options | fixed income and structured finance | quantitative methods | simulations | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Anleihe | Bond | Systematischer Fehler | Bias | Simulation | Optionsgeschäft | Option trading | Finanzmathematik | Mathematical finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2021.1.129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012612919