Testing the alternative two-state options pricing models : An empirical analysis on TXO
EnDer Su, Kai Wen Wong
| Year of publication: |
2019
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|---|---|
| Authors: | Su, Ender ; Wong, Kai Wen |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 72.2019, p. 101-116
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| Subject: | Black-Scholes | Constant elasticity variance | Jump diffusion | Two-state volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | CAPM |