Estimating the Tail Shape Parameter from Option Prices
Year of publication: |
2015
|
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Authors: | Hamidieh, Kam |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
Extent: | 1 Online-Ressource (62 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1940117 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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