Effects of the volatility smile on exchange settlement practices : the Hong Kong case
Eric C. Chang; Jinjuan Ren; Qi Shi
| Year of publication: |
2009
|
|---|---|
| Authors: | Chang, Eric Chieh ; Ren, Jinjuan ; Qi, Shi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 1, p. 98-112
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| 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/10003802994