Information-time option pricing : theory and empirical evidence
Carolyn W. Chang ; Jack S. K. Chang ; Kian-Guan Lim
| Year of publication: |
1998
|
|---|---|
| Authors: | Chang, Carolyn C. W. |
| Other Persons: | Chang, Jack S. K. (contributor) ; Lim, Kian-Guan (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 48.1998, 2, p. 211-242
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zeitökonomie | Economy of time | Informationsökonomik | Economics of information | Theorie | Theory | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10001238938