The factor structure in equity options
Year of publication: |
February 2018
|
---|---|
Authors: | Christoffersen, Peter F. ; Fournier, Mathieu ; Jacobs, Kris |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 2, p. 595-637
|
Subject: | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Betafaktor | Beta risk | Volatilität | Volatility | Zinsstruktur | Yield curve | Indexderivat | Index derivative | USA | United States | 1996-2010 |
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