Option smiling when investors' estimates of asset volatility disagree
Chien-Chih Lin
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Chien-chih |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 31/33, p. 3812-3827
|
| Subject: | heterogeneous beliefs | smile effect | option price | volatility | state-price density | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Index-Futures | Index futures | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010419898