Is the information on the higher moments of underlying returns correctly reflected in option prices?
Jangkoo Kang and Soonhee Lee
| Year of publication: |
August 2016
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|---|---|
| Authors: | Kang, Jangkoo ; Lee, Soonhee |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 8, p. 722-744
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| Subject: | Corrado and Su's model and a trading strategy | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21769 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568552