Impact of volatility estimation method on theoretical option values
Year of publication: |
2013
|
---|---|
Authors: | Borkowskia, Bolesław ; Krawieca, Monika ; Shachmurove, Yochanan |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 24.2013, 2, p. 119-128
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
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