Spanning tests for options using principal components methods
Charlotte S. Hansen and Bjorn E. Tuypens
| Year of publication: |
2007
|
|---|---|
| Authors: | Hansen, Charlotte S. ; Tuypens, Bjorn E. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 7/9, p. 739-746
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| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | USA | United States | 1996-2002 |
| 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/10003491227