Simulating the evolution of the implied distribution
Year of publication: |
2001
|
---|---|
Authors: | Skiadopoulos, George ; Hodges, Stewart D. |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 7.2001, 4, p. 497-521
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
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