Efficient option risk measurement with reduced model risk
Year of publication: |
January 2017
|
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Authors: | Mitra, Sovan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 163-174
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Subject: | Option risk | Model risk | Risk measurement | Liquidity risk | Option trading strategies | Risiko | Risk | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Messung | Measurement | Finanzdienstleistung | Financial services |
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