Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Yuanyuan Zhang; Stephen J. Taylor; Lili Wang
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Yuanyuan ; Taylor, Stephen ; Wang, Lili |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 11, p. 1071-1095
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Informationswert | Information value | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10010255100