Correcting the bias in the Practitioner Black-Scholes method
Year of publication: |
2019
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Authors: | Yin, Yun ; Moffatt, Peter G. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 4/157, p. 1-12
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Subject: | option pricing | Monte Carlo | non-linear least squares | Practitioner Black-Scholes method | smearing | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Systematischer Fehler | Bias |
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/jrfm12040157 [DOI] hdl:10419/239085 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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