A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Nikolaos Panigirtzoglou; George Skiadopoulos
| Year of publication: |
2004
|
|---|---|
| Authors: | Panigirtzoglou, Nikolaos ; Skiadopoulos, George |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 7, p. 1499-1520
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Risikomaß | Risk measure | 1998-2001 |
| 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/10002100451