Estimating multiple option Greeks simultaneously using random parameter regression
Haifeng Fu; Xing Jin; Guangming Pan; Yanrong Yang
| Year of publication: |
2012
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|---|---|
| Authors: | Fu, Haifeng ; Jin, Xing ; Pan, Guangming ; Yang, Yanrong |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 16.2012/13, 2, p. 85-118
|
| Subject: | Schätztheorie | Estimation theory | Griechenland | Greece | Regressionsanalyse | Regression analysis |
| 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/10009702575