Pricing options by simulation using realized volatility
| Year of publication: |
2009-01-01
|
|---|---|
| Authors: | Allen, David ; McAleer, McAleer ; Scharth, Marcel |
| Publisher: |
Research Online |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Congress Report |
| Notes: | ECU Publications |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009440827