Dynamics of state price densities
Year of publication: |
2005
|
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Authors: | Härdle, Wolfgang Karl ; Hlávka, Zdeněk |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | option pricing | state price density estimation | nonlinear least squares | confidence intervals |
Series: | SFB 649 Discussion Paper ; 2005,021 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 496770896 [GVK] hdl:10419/25040 [Handle] |
Source: |
-
Confidence Intervals for State Price Densities
Hlávka, Zdeněk, (2003)
-
Dynamics of State Price Densities
Härdle, Wolfgang, (2005)
-
Confidence Intervals for State Price Densities
Hlávka, Zdeněk, (2003)
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Wann sind falsche VaR-Modelle dennoch adäquat?
Härdle, Wolfgang Karl, (2003)
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On the appropriateness of inappropriate VaR models
Härdle, Wolfgang Karl, (2006)
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On the appropriateness of inappropriate VaR models
Härdle, Wolfgang, (2006)
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