Arbitrage violations and implied valuations : the option market
Ioulia D. Ioffe and Eliezer Z. Prisman
| Year of publication: |
2013
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|---|---|
| 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
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| Subject: | estimation | model construction and estimation | contingent pricing | futures pricing | asset pricing | trading volume | bond interest rates | CAPM | Arbitrage | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Anleihe | Bond | Zinsderivat | Interest rate derivative | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243641