Simulated testing of nonparametric measure changes for hedging European options
Godfrey Smith
| 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 |
| 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/10009774425