Option portfolio value at risk using Monte Carlo simulation under a risk neutral stochastic implied volatility model
Peng He
| Year of publication: |
2012
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|---|---|
| Authors: | He, Peng |
| Published in: |
Global journal of business research : GJBR. - Hilo, Hawaii : IBFR, ISSN 1931-0277, ZDB-ID 25365757. - Vol. 6.2012, 5, p. 65-72
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010039133