Index option returns : still puzzling
Donald R. Chambers; Matthew Foy; Jeffrey Liebner; Qin Lu
| Year of publication: |
2014
|
|---|---|
| Authors: | Chambers, Donald Robert ; Foy, Matthew ; Liebner, Jeffrey ; Lu, Qin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 6, p. 1915-1928
|
| Subject: | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | USA | United States | 1987-2012 |
| 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/10010371332