Local parametric analysis of derivatives pricing and hedging
Peter Bossaerts; Pierre Hillion
| Year of publication: |
2003
|
|---|---|
| Authors: | Bossaerts, Peter L. ; Hillion, Pierre Henri |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 6.2003, 4, p. 573-605
|
| 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 |
| Extent: | graph. Darst |
|---|---|
| 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/10001780139