The Information Content of The Implied Volatility Surface : Can Option Prices Predict Jumps?
Year of publication: |
2020
|
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Authors: | Han, Yufeng |
Other Persons: | Liu, Fang (contributor) ; Tang, Xiaoxiao (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Informationswert | Information value | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (62 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 9, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3454330 [DOI] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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