Simulation-based estimation of contingent-claims prices
Peter C. B. Phillips; Jun Yu
| Year of publication: |
2009
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Yu, Jun |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3669-3705
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003885728