Stock price simulation using bootstrap and Monte Carlo
Martin Pažický
| Year of publication: |
2017
|
|---|---|
| Authors: | Pažický, Martin |
| Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 64.2017, 2, p. 155-170
|
| Subject: | European option | Asian Option | bootstrap | Monte Carlo | stock price simulation | modeling volatility | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/saeb-2017-0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011865983