Local parametric analysis of hedging in discrete time
Peter Bossaerts ; Pierre Hillion
| Year of publication: |
1997
|
|---|---|
| Authors: | Bossaerts, Peter L. |
| Other Persons: | Hillion, Pierre Henri (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 243-272
|
| Subject: | Hedging | Schätztheorie | Estimation theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| 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/10001336795