Estimating financial risk measures for options

Journal of Banking and Finance

Volumn 34, Issue 8, 2010, Pages 1982-1992

  Sorwar, Ghulam ^a   Dowd, Kevin ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Fat tail; Financial risk measures; Path dependent options; Simulation

Indexed keywords

EID: 77953539291     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.01.005     Document Type: Article

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