Arbitrage violations and implied valuations : the option market
Year of publication: |
2013
|
---|---|
Authors: | Ioffe, Ioulia D. ; Prisman, Eliezer Zeev |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 3/4, p. 298-317
|
Subject: | estimation | model construction and estimation | contingent pricing | futures pricing | asset pricing | trading volume | bond interest rates | CAPM | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Arbitrage |
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