Does Model Misspecification Matter for Hedging? A Computational Finance Experiment Based Approach
Year of publication: |
2015
|
---|---|
Authors: | Sun, Youfa |
Other Persons: | Guo, Shimin (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Experiment | Theorie | Theory | Hedging | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2571675 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C67 - Input-Output Models ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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