Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Year of publication: |
2018
|
---|---|
Authors: | Feng, Yu |
Other Persons: | Rudd, Ralph (contributor) ; Baker, Christopher (contributor) ; Mashalaba, Qaphela (contributor) ; Mavuso, Melusi (contributor) ; Schlögl, Erik (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 19, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3267775 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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