Differences in beliefs and currency risk premiums
Alessandro Beber; Francis Breedon; Andrea Buraschi
| Year of publication: |
2010
|
|---|---|
| Authors: | Beber, Alessandro ; Breedon, Francis J. ; Buraschi, Andrea |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 98.2010, 3, p. 415-438
|
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Devisenoption | Currency option | Theorie | Theory |
| 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/10008827023