Evaluating Forecasts of Correlation Using Option Pricing
Year of publication: |
[2003]
|
---|---|
Authors: | Gibson, Michael S. |
Other Persons: | Boyer, Brian H. (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1997 erstellt Volltext nicht verfügbar |
Classification: | C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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