Regression-based modeling of market option prices : with application to S&P500 options
Gurupdesh S. Pandher
| Year of publication: |
2007
|
|---|---|
| Authors: | Pandher, Gurupdesh S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 7, p. 475-495
|
| Subject: | Optionspreistheorie | Option pricing theory | Regressionsanalyse | Regression analysis | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1988-1991 |
| 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/10003593891