Implied pricing Kernels : an alternative approach for option valuation
Doojin Ryu, Jangkoo Kang and Sangwon Suh
| 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 |
| 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/10011348461