The Impact of Computational Error on the Volatility Smile
Year of publication: |
2013
|
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Authors: | Chance, Don M. |
Other Persons: | Hanson, Thomas A. (contributor) ; Li, Weiping (contributor) ; Muthuswamy, Jayaram (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Computerunterstützung | Computerized method | Statistischer Fehler | Statistical error |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2243589 [DOI] |
Classification: | c18 ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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