A simple model to explain expensive index call options
Year of publication: |
April 2017
|
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Authors: | Kang, Sang Baum |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 3, p. 316-323
|
Subject: | Heterogeneity in Beliefs | Stochastic Dominance Upper Bound | Index Option | Call Option | Representative Agent | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | CAPM |
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