Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Haim Levy and James Yoder
| Year of publication: |
1995
|
|---|---|
| Authors: | Levy, Haim |
| Other Persons: | Yoder, James A. (contributor) |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 3.1995, p. 153-161
|
| Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| 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/10001211141