Lognormal vs Normal Volatilities and Sensitivities in Practice
Year of publication: |
2016
|
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Authors: | Dimitroff, Georgi |
Other Persons: | Fries, Christian P. (contributor) ; Lichtner, Mark (contributor) ; Rodi, Niklas (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2687742 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling |
Source: | ECONIS - Online Catalogue of the ZBW |
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