A simple nonparametric approach to derivative security valuation
Michael Stutzer
| Year of publication: |
1996
|
|---|---|
| Authors: | Stutzer, Michael J. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 51.1996, 5, p. 1633-1652
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Index-Futures | Index futures | Theorie | Theory | USA | United States | 1985-1994 |
| 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/10001211779