Index option returns : still puzzling
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 |
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