Simulated testing of nonparametric measure changes for hedging European options
Year of publication: |
2013
|
---|---|
Authors: | Smith, Godfrey |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 2, p. 93-101
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | EU-Staaten | EU countries |
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