✦ LIBER ✦

The importance of the loss function in option valuation

✍ Scribed by Peter Christoffersen; Kris Jacobs

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Loss Functions in Option Valuation: A Fr

✍ Bams, Dennis; Lehnert, Thorsten; Wolff, Christian C. P. 📂 Article 📅 2009 🏛 INFORMS 🌐 English ⚖ 124 KB

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✍ Choi, Won ;Ahn, Seung Chul 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 117 KB

The Valuation of Volatility Options

✍ Detemple, J.; Osakwe, C. 📂 Article 📅 2000 🏛 Oxford University Press 🌐 English ⚖ 193 KB

The Valuation of Loss Carryforwards

✍ Tao Zeng 📂 Article 📅 2009 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 832 KB

The planting real option in cash rent va

✍ Du, Xiaodong; Hennessy, David A. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 543 KB

The impact of variance estimation in opt

✍ Phelim P. Boyle; A.L. Ananthanarayanan 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 684 KB