From Smile Asymptotics to Market Risk Measures
Year of publication: |
2020
|
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Authors: | Sturm, Stephan |
Other Persons: | Sircar, Ronnie (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Experiment | Messung | Measurement | Risikomaß | Risk measure | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Marktrisiko | Market risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Math. Finance 25:2 (2015), 400-425 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 17, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1893080 [DOI] |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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