Parametric Inference and Dynamic State Recovery from Option Panels
Year of publication: |
2012
|
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Authors: | Andersen, Torben G. |
Other Persons: | Fusari, Nicola (contributor) ; Todorov, Viktor (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Volatilität | Volatility | Modellierung | Scientific modelling | Risikoprämie | Risk premium | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (50 p) |
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Series: | NBER Working Paper ; No. w18046 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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