Evaluating Forecasts of Correlation Using Option Pricing
نویسندگان
چکیده
منابع مشابه
Evaluating volatility forecasts in option pricing in the context of a simulated options market
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ژورنال
عنوان ژورنال: The Journal of Derivatives
سال: 1998
ISSN: 1074-1240,2168-8524
DOI: 10.3905/jod.6.2.18