New insights into smile, mispricing, and value at risk : the hyperbolic model
Ernst Eberlein ; Ulrich Keller ; Karsten Prause
| Year of publication: |
1998
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|---|---|
| Authors: | Eberlein, Ernst |
| Other Persons: | Keller, Ulrich (contributor) ; Prause, Karsten (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 71.1998, 3, p. 371-405
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Optionsgeschäft | Option trading | Deutschland | Germany | 1992-1994 |
| 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/10001247514