Option implied ambiguity and its information content : evidence from the subprime crisis
Tarik Driouchi, Lenos Trigeorgis, Raymond H. Y. So
| Year of publication: |
March 2018
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|---|---|
| Authors: | Driouchi, Tarik ; Trigeorgis, Lenos ; So, Raymond H. Y. |
| Published in: |
Risk management decisions and wealth management in financial economics. - New York, NY, USA : Springer. - 2018, p. 463-491
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| Subject: | Subprime-Krise | Subprime financial crisis | Informationswert | Information value | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-015-2079-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871662