On the errors and comparison of Vega estimation methods
Year of publication: |
2005
|
---|---|
Authors: | Chung, San-lin ; Shackleton, Mark B. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 1, p. 21-38
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory | Statistischer Fehler | Statistical error |
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