Two unconditionally implied parameters and volatilty smiles and skews
Year of publication: |
2006
|
---|---|
Authors: | Dokučaev, Nikolaj G. |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 3, p. 199-204
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Schätztheorie | Estimation theory |
-
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell, (1993)
-
Simulated Moments Estimation of Markov Models of Asset Prices
Duffie, Darrell, (2010)
-
Simulated Moments Estimation of Markov Models of Asset Prices
Duffie, Darrell, (1990)
- More ...
-
Forecasting of realised volatility with the random forests algorithm
Luong, Chuong, (2018)
-
Mathematical finance : core theory, problems, and statistical algorithms
Dokučaev, Nikolaj G., (2007)
-
Price matching for multiple rescindable options and European options
Dokučaev, Nikolaj G., (2008)
- More ...