Differences in trading and pricing between stock and index options
Michael Lemmon; Sophie Xiaoyan Ni
| Year of publication: |
2014
|
|---|---|
| Authors: | Lemmon, Michael L. ; Ni, Sophie Xiaoyan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 8, p. 1985-2001
|
| Subject: | options | volatility smile | sentiment | speculation | behavior | Volatilität | Volatility | Spekulation | Speculation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| 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/10010403590