Risk Managing Long-Dated Smile Risk with SABR Formula
Year of publication: |
2014
|
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Authors: | Moni, Claudio |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Experiment | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Risiko | Risk | Hedging | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (6 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2349627 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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