Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Sascha Rieken
| Year of publication: |
1999 ; 1. Aufl.
|
|---|---|
| Authors: | Rieken, Sascha |
| Publisher: |
Berlin : Pro Business |
| Subject: | Smile-Effect | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Börsenkurs | Share price | Rendite | Yield | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Index-Futures | Index futures | Schätzung | Estimation | Deutschland | Germany | Deutscher Aktienindex | Indexoption | 1992-1995 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIV, 539 S graph. Darst 21 cm |
|---|---|
| Series: | Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie. - Berlin : Pro Business, ZDB-ID 2285927-5. - Vol. Schriftenreihe zu Statistik und Ökonometrie |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Kiel, Univ., Diss., 1999 |
| Notes: | kart. |
| ISBN: | 3-9805993-4-5 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001440110