Model risk and model choice in the case of barrier options and bonus certificates
Year of publication: |
2021
|
---|---|
Authors: | Baule, Rainer ; Shkel, David Sebastian |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 133.2021, p. 1-13
|
Subject: | Barrier options | Bates model | Bonus certificates | Empirical finance | Heston model | Local volatility | Model risk | Retail derivatives | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Modellierung | Scientific modelling | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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