Conditional heteroskedasticity, asymmetry, and option pricing
Taehoon Kang ; B. Wade Brorsen
| Year of publication: |
1995
|
|---|---|
| Authors: | Kang, Tae-hoon |
| Other Persons: | Brorsen, Wade (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 8, p. 901-928
|
| Subject: | Optionspreistheorie | Option pricing theory | Getreide | Grain | Derivat | Derivative | Theorie | Theory | USA | United States | 1982-1990 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001190835