Cover Image

Construction and interpretation of model-free implied volatility

Torben G. Andersen; Oleg Bondarenko
Year of Publication: 2007
Authors: Andersen, Torben G.; Bondarenko, Oleg
Publisher: Cambridge, Mass. : National Bureau of Economic Research
Physical Description: 33 S.
graph. Darst.
Series: NBER working paper series ; 13449
Language: English
Subjects: Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model
Genres: Arbeitspapier
Working Paper
Graue Literatur
Non-commercial literature
Type of Publication (narrower categories): Book / Working Paper
Notes: Literaturverz. S. 21 - 23
Internetausg.: http://papers.nber.org/papers/w13449.pdf - lizenzpflichtig
Title record from database: ECONIS - Online Catalogue of the ZBW
Availability:  PDF full text PDF full text PDF full text More access options
More options (other): 
Item Description: Literaturverz. S. 21 - 23
Internetausg.: http://papers.nber.org/papers/w13449.pdf - lizenzpflichtig
Physical Description: 33 S.
graph. Darst.

Saved in bookmark lists

Similar items by topic

Similar items by author

EconChat