Time Series Approach to Option Pricing
Models, Methods and Empirical Performances
Häftad, Engelska, 2016
AvChristophe Chorro,Dominique Guégan,Florian Ielpo,Dominique Guegan
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The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
Produktinformation
- Utgivningsdatum2016-09-10
- Mått155 x 235 x undefined mm
- FormatHäftad
- SpråkEngelska
- Antal sidor188
- FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- ISBN9783662522400