Forecasting volatility for options valuation
Year of publication: |
2006
|
---|---|
Authors: | Belaifa, Mahdjouba ; Morimune, Kimio |
Published in: |
OPEC review : energy economics and related issues. - Oxford : Blackwell Publ., ISSN 0277-0180, ZDB-ID 440740-4. - Vol. 30.2006, 3, p. 151-169
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price |
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