Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionspreismodellen

Peter Andres

Year of publication:	1998
Authors:	Andres, Peter
Publisher:	Lohmar : Eul
Subject:	Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Statistische Methodenlehre \| Statistical theory \| Theorie \| Theory \| Schätzung \| Estimation \| Aktienoption \| Stock option \| Deutschland \| Germany \| Bewertung \| GARCH-Prozess
Description of contents:	Table of Contents [gbv.de]

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