Extracting market expectations from option prices : case studies in Japanese option markets
Hisashi Nakamura and Shigenori Shiratsuka
| Year of publication: |
1999
|
|---|---|
| Authors: | Nakamura, Hisashi ; Shiratsuka, Shigenori |
| Publisher: |
[Chicago] |
| Subject: | Optionsgeschäft | Option trading | Japan | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Rationale Erwartung | Rational expectations | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | 59, 6 S |
|---|---|
| Series: | Working paper series / Research Department, Federal Reserve Bank of Chicago. - Chicago, Ill., ZDB-ID 2215641-0. - Vol. 99,1 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001442562