Risk modeling with option-implied correlations and score-driven dynamics
Marco Piña, Rodrigo Herrera
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Piña, Marco ; Herrera, Rodrigo |
| Publisher: |
Santiago, Chile : Banco Central de Chile |
| Subject: | Korrelation | Correlation | Risiko | Risk | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
|---|---|
| Series: | Documentos de trabajo Banco Central de Chile. - Santiago : [Verlag nicht ermittelbar], ZDB-ID 2403924-X. - Vol. no 932 (noviembre 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279402