Analyzing the risks embedded in option prices with rndfittool
Year of publication: |
June 2018
|
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Authors: | Barletta, Andre ; Santucci de Magistris, Paolo |
Subject: | European options | risk-neutral density | MATLAB app | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020028 [DOI] hdl:10419/195820 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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