The model-free measures and the volatility spread
Year of publication: |
2010
|
---|---|
Authors: | Chen, Jian ; Liu, Xiaoquan |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 16/18, p. 1829-1833
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Aktienoption | Stock option | Schätzung | Estimation | Welt | World | 1992-2005 |
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