The importance of the loss function in option valuation
Peter Christoffersen; Kris Jacobs
| Year of publication: |
2004
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Jacobs, Kris |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 72.2004, 2, p. 291-318
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | USA | United States | 1988-1991 |
| 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/10002033587