On jumps in common stock and their impact on call option pricing
Cliffoed A. Ball and Walter N. Torous
| Year of publication: |
1985
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|---|---|
| Authors: | Ball, Cliffoed A. ; Torous, Walter N. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 40.1985, 1, p. 155-173
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| Subject: | Börsenkurs | Börsentermingeschäft | Vereinigte Staaten | Optionspreistheorie | Option pricing theory | Share price | Derivat | Derivative | Optionsgeschäft | Option trading | Aktie | Share | Index-Futures | Index futures | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001863160