Managing derivatives in the presence of a smile effect and incomplete information
Mondher Bellalah
| Year of publication: |
2008
|
|---|---|
| Authors: | Bellalah, Mondher |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 1-10
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | Schätzung | Estimation | Unvollkommene Information | Incomplete information | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686148