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Subject
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Estimation theory 2 MATLAB approach 2 Option pricing theory 2 Optionspreistheorie 2 Schätztheorie 2 Approximation approach 1 Black-Scholes model 1 Black-Scholes-Modell 1 CEV model 1 Derivat 1 Derivative 1 Estimate implied variance 1 Implied variance 1 Volatility 1 Volatilität 1 approximation approach 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2
Author
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Chen, Yibing 2 Lee, Cheng F. 2 Lee, John 2 Chang, Jow-Ran 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4 1 Review of Pacific Basin financial markets and policies 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Implied variance estimates for Black-Scholes and CEV OPM : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015050145
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Alternative methods to estimate implied variance : review and comparison
Chen, Yibing; Lee, Cheng F.; Lee, John; Chang, Jow-Ran - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
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