Efficient option risk measurement with reduced model risk
نویسندگان
چکیده
منابع مشابه
Option Risk Measurement with Time-dependent Parameters
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2017
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2016.09.006