On valuing and hedging European options when volatility is estimated directly (Q439467)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On valuing and hedging European options when volatility is estimated directly |
scientific article |
Statements
On valuing and hedging European options when volatility is estimated directly (English)
0 references
16 August 2012
0 references
finance
0 references
risk analysis
0 references
volatility estimation
0 references
simulation
0 references
valuation sensitivities
0 references
