Uncertainty of volatility estimates from Heston Greeks

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Frontiers in applied mathematics and statistics 3.2018, article 27, doi:10.3389/fams.2017.00027

Classification: Wirtschaft

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Universitätsbibliothek Johann Christian Senckenberg

(when): 2018

Creator: Pfante, Oliver
Bertschinger, Nils

URN: urn:nbn:de:hebis:30:3-514976

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:52 PM CET

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Associated

Pfante, Oliver
Bertschinger, Nils
Universitätsbibliothek Johann Christian Senckenberg

Time of origin

2018

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Uncertainty of volatility estimates from Heston Greeks

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Other Objects (12)

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