On the errors and comparison of Vega estimation methods
San-lin Chung; Mark Shackleton
| 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 |
| 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/10002528175