Alternative tilts for nonparametric option pricing
M. Ryan Haley; Todd B. Walker
| Year of publication: |
2010
|
|---|---|
| Authors: | Haley, M. Ryan ; Walker, Todd B. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 10, p. 983-1006
|
| Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Stochastische Volatilität | Stochastic volatility |
| 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/10008900930