Implied index and option pricing errors : evidence from the Taiwan option market
Ching-Ping Wang; Hung-Hsi Huang; Chien-Chia hung
| Year of publication: |
2011
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|---|---|
| Authors: | Wang, Ching-ping ; Huang, Hung-hsi ; hung, Chien-chia |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 5.2011, 2, p. 115-125
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Taiwan |
| 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/10008809183