Sense, nonsense and the S\&P500

DOI10.1007/S10203-018-0230-3zbMath1419.91625OpenAlexW2904991841MaRDI QIDQ1715615

L. C. G. Rogers

Publication date: 29 January 2019

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-018-0230-3

zbMATH Keywords

hedgingBayesian statisticsderivative pricingfrequentist statistics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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