Empirical tests of canonical nonparametric American option-pricing methods
Year of publication: |
2010
|
---|---|
Authors: | Alcock, Jamie ; Auerswald, Diana |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 6, p. 509-532
|
Subject: | Optionspreistheorie | Option pricing theory | Index | Index number | USA | United States |
-
S&P 500 index, an option-implied risk analysis
Barone-Adesi, Giovanni, (2018)
-
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
San-Lin, Chung, (2013)
-
Kräussl, Roman, (2010)
- More ...
-
Empirical tests of canonical nonparametric American option‐pricing methods
Alcock, Jamie, (2010)
-
Empirical tests of canonical nonparametric American option-pricing methods
Alcock, Jamie, (2010)
-
Empirical Tests of Canonical Nonparametric American Option Pricing Methods
Alcock, Jamie, (2009)
- More ...