The econometrics of option pricing
René Garcia; Eric Ghysels and Eric Renault
| Year of publication: |
2010
|
|---|---|
| Authors: | Garcia, René ; Ghysels, Eric ; Renault, Eric |
| Published in: |
Tools and techniques. - Amsterdam : Elsevier, NH (North-Holland is an imprint of Elsevier), ISBN 978-0-444-50897-3. - 2010, p. 479-552
|
| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Messung | Measurement | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003900680