Alternative methods to estimate implied variance : review and comparison
Yibing Chen, Cheng-Few Lee, John Lee, Jow-Ran Chang
| Year of publication: |
December 2018
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|---|---|
| Authors: | Chen, Yibing ; Lee, Cheng F. ; Lee, John ; Chang, Jow-Ran |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 21.2018, 4, p. 1-28
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| Subject: | Estimate implied variance | MATLAB approach | approximation approach | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021909151850025X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011976147