Generalized option betas
Sven Husmann; Neda Todorova
| Year of publication: |
2013
|
|---|---|
| Authors: | Husmann, Sven ; Todorova, Neda |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 3, p. 347-356
|
| Subject: | Option Pricing | Beta | Capital Asset Pricing Model | CAPM | Betafaktor | Beta risk | Optionspreistheorie | Option pricing theory |
| 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/10010239545