Testing alternative measure changes in nonparametric pricing and hedging of European options
Jamie Alcock and Godfrey Smith
| Year of publication: |
2014
|
|---|---|
| Authors: | Alcock, Jamie ; Smith, Godfrey |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 4, p. 320-345
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Europa | Europe | 2000-2012 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010355426