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~person:"Aboura, Sofiane"
~person:"Hallerbach, Winfried G."
~person:"He, Ting"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Black-Scholes model
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Option pricing theory
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Statistical distribution
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Aboura, Sofiane
Hallerbach, Winfried G.
He, Ting
Carr, Peter
3
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2
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Farkas, Walter
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Mora-Valencia, Andrés
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Current topics in quantitative finance : with 23 tables
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Journal of derivatives & hedge funds
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Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
2
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
3
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
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