Market risk and model risk for a financial institution writing options
Year of publication: |
1999
|
---|---|
Authors: | Green, Tracy Clifton ; Figlewski, Stephen |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 4, p. 1465-1499
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Wirtschaftsmodell | Economic model | Risiko | Risk | Simulation | Hedging | USA | United States | 1961-1996 |
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