New insights into smile, mispricing, and value at risk : the hyperbolic model
Year of publication: |
1998
|
---|---|
Authors: | Eberlein, Ernst |
Other Persons: | Keller, Ulrich (contributor) ; Prause, Karsten (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 71.1998, 3, p. 371-405
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Optionsgeschäft | Option trading | Deutschland | Germany | 1992-1994 |
-
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael, (2004)
-
Rathgeber, A. W., (2021)
-
Maack, Diether, (2012)
- More ...
-
New Insights into Smile, Mispricing, and Value at Risk : The Hyperbolic Model
Eberlein, Ernst, (1998)
-
New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model
Eberlein, Ernst, (1998)
-
New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model.
Eberlein, Ernst, (1998)
- More ...