Robust Replication of Barrier-Style Claims on Price and Volatility
Year of publication: |
2015
|
---|---|
Authors: | Carr, Peter |
Other Persons: | Lorig, Matthew (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Robustes Verfahren | Robust statistics | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 3, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2639454 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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