Stock price simulation using bootstrap and Monte Carlo
Year of publication: |
2017
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Authors: | Pažický, Martin |
Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 64.2017, 2, p. 155-170
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Subject: | European option | Asian Option | bootstrap | Monte Carlo | stock price simulation | modeling volatility | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Bootstrap-Verfahren | Bootstrap approach | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility |
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