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
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
Journal title :
Statistics and Probability Letters
