Quoting multiasset equity options in the presence of errors from estimating correlations
Year of publication: |
2004
|
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Authors: | Fengler, Matthias R. ; Schwendner, Peter |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 11.2004, 4, p. 43-54
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Subject: | Aktienoption | Stock option | CAPM | Hedging | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | Bootstrap-Verfahren | Bootstrap approach | Korrelation | Correlation |
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