Impact of volatility estimation method on theoretical option values
Bolesław Borkowskia; Monika Krawieca; Yochanan Shachmurove
| Year of publication: |
2013
|
|---|---|
| Authors: | Borkowskia, Bolesław ; Krawieca, Monika ; Shachmurove, Yochanan |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 24.2013, 2, p. 119-128
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| 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/10010200185