Risk of options : impact of volatility parameter
Krzysztof Jajuga and Katarzyna Kuziak
| Year of publication: |
2013
|
|---|---|
| Authors: | Jajuga, Krzysztof ; Kuziak, Katarzyna |
| Published in: |
Soft computing for risk evaluation and management : applications in technology, environment and finance. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-662-00348-1. - 2013, p. 487-500
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Risikomaß | Risk measure | Volatilität | Volatility |
| 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/10010188102