Modelling option-implied return distributions: a generalized log-logistic approximation
Winfried G. Hallerbach
| Year of publication: |
1999
|
|---|---|
| Authors: | Hallerbach, Winfried G. |
| Published in: |
Current topics in quantitative finance : with 23 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1231-5. - 1999, p. 80-92
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| Subject: | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikoneutralität | Risk neutrality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Current topics in quantitaitve finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001442926