Title of article
Statistical options: Crash resistant financial contracts based on robust estimation
Author/Authors
L. Ramprasath، نويسنده , , Kesar Singh، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
8
From page
196
To page
203
Keywords
Crash resistant options , Saddlepoint approximation , European stock options , Black–Scholes model , Median , Trimmed means , Hedging , Hodges–Lehmanestimator , Robust location estimators
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
140895
Link To Document