Estimating Long-Term Volatility Parameters for Market-Consistent Models
Year of publication: |
2017
|
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Authors: | Flint, Emlyn James |
Other Persons: | Ochse, Edru (contributor) ; Polakow, Daniel A. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (54 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: South African Actuarial Journal, Vol. 14, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 10, 2014 erstellt |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C4 - Econometric and Statistical Methods: Special Topics ; C5 - Econometric Modeling ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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