Evaluating forecasts of correlation using option pricing
Michael S. Gibson and Brian H. Boyer
| Year of publication: |
1998
|
|---|---|
| Authors: | Gibson, Michael S. ; Boyer, Brian H. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1998, 2, p. 18-38
|
| Subject: | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1972-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001355577