The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Mark Harrison ; Toan M. Pham ; Ah Boon Sim
| Year of publication: |
1994
|
|---|---|
| Authors: | Harrison, Mark |
| Other Persons: | Pham, Toan M. (contributor) ; Sim, Ah-boon (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 11.1994, 3, p. 369-410
|
| Subject: | Zinsderivat | Interest rate derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Australien | Australia | 1985-1990 |
| 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/10001185975