Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Kam C. Chan; Louis T. W. Cheng; Peter P. Lung
| Year of publication: |
2004
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|---|---|
| Authors: | Chan, Kam C. ; Cheng, Louis T. W. ; Lung, Peter P. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 12, p. 1165-1194
|
| Subject: | Volatilität | Volatility | Index-Futures | Index futures | Hongkong | Hong Kong | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10002428697