Simulation-Based Estimation of Contingent-Claims Prices
Year of publication: |
2013
|
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Authors: | Phillips, Peter C. B. |
Other Persons: | Yu, Jun (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Derivat | Derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Review of Financial Studies, Vol. 22, Issue 9, pp. 3669-3705, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2009 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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