On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Mondher Bellalah
| Year of publication: |
2002
|
|---|---|
| Authors: | Bellalah, Mondher |
| Published in: |
International financial systems and stock volatility : issues and remedies. - Amsterdam [u.a.] : JAI, ISBN 0-7623-0855-9. - 2002, p. 271-297
|
| Subject: | Paris | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Unvollkommene Information | Incomplete information | Informationskosten | Information costs | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001783003