Statistical options: crash resistant financial contracts based on robust estimation (Q871038)
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scientific article; zbMATH DE number 5134231
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| English | Statistical options: crash resistant financial contracts based on robust estimation |
scientific article; zbMATH DE number 5134231 |
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Statistical options: crash resistant financial contracts based on robust estimation (English)
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15 March 2007
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European stock options
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Black-Scholes model
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robust location estimators
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median
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trimmed means
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Hodges-Lehman estimator
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crash resistant options
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saddlepoint approximation
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hedging
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0.74356609582901
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0.730636477470398
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0.7240694165229797
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0.7215126752853394
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0.7212951183319092
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