Implied pricing Kernels : an alternative approach for option valuation
Year of publication: |
2015
|
---|---|
Authors: | Ryu, Doojin ; Kang, Jangkoo ; Suh, Sangwon |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 2, p. 127-147
|
Subject: | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Schätzung | Estimation | Südkorea | South Korea | 1999-2009 |
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