It Takes Two to Tango : Estimation of the Zero-Risk Premium Strike of a Call Option Via Joint Physical and Pricing Density Modeling
Year of publication: |
[2021]
|
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Authors: | Höcht, Stephan ; Madan, Dilip B. ; Schoutens, Wim ; Verschueren, Eva |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätzung | Estimation | Volatilität | Volatility | Arbeitskampf | Industrial action | Derivat | Derivative |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3827031 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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