On valuing and hedging European options when volatility is estimated directly (Q439467)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On valuing and hedging European options when volatility is estimated directly |
scientific article; zbMATH DE number 6066831
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On valuing and hedging European options when volatility is estimated directly |
scientific article; zbMATH DE number 6066831 |
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
0 references
0.7457786798477173
0 references
0.7457786798477173
0 references
0.738223135471344
0 references
0.7253775000572205
0 references
