Option prices in the equity, index and commodity markets : the "message from markets"
E.I. Ronn
| Year of publication: |
2023
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|---|---|
| Authors: | Ronn, Ehud I. |
| Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 433-449
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| Subject: | Informativeness of option markets | message from markets | implied vol VIX | Jump-Diffusion model | crises of 1990/1991 and 2003 | Arab Spring of 2011 | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Rohstoffmarkt | Commodity market |