Local parametric analysis of derivatives pricing and hedging
Year of publication: |
1997
|
---|---|
Authors: | Bossaerts, Peter L. ; Hillion, Pierre Henri |
Publisher: |
Fontainebleau |
Subject: | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Hedging | Schätztheorie | Estimation theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | 1992-1994 |
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