The Buffett critique : volatility and long-dated options
Neeraj J. Gupta, Mark Kurt, Reilly White
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Gupta, Neeraj J. ; Kurt, Mark ; White, Reilly |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 3, p. 524-537
|
| Subject: | Volatility | Risk management | Black-scholes | Option pricing | Investments | Volatilität | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Risikomanagement | Optionsgeschäft | Option trading | Derivat | Derivative | Portfolio-Management | Portfolio selection | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-015-9319-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659004