Stock return characteristics, skew laws, and the differential pricing of individual equity options
Gurdip Bakshi; Nikunj Kapadia; Dilip madan
| Year of publication: |
2003
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Kapadia, Nikunj ; Madan, Dilip B. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 16.2003, 1, p. 101-143
|
| Subject: | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Risikoaversion | Risk aversion | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States | 1991-1995 |
| 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/10001764187