Calibration risk for exotic options
Year of publication: |
2006
|
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Authors: | Detlefsen, Kai ; Härdle, Wolfgang Karl |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | calibration risk | calibration | model risk | Heston model | Bates model | barrier option | cliquet option |
Series: | SFB 649 Discussion Paper ; 2006,001 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 51245759X [GVK] hdl:10419/25084 [Handle] |
Classification: | C13 - Estimation ; G12 - Asset Pricing |
Source: |
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Calibration Risk for Exotic Options
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