The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Sascha Wilkens; Pavel A. Stoimenov
| Year of publication: |
2007
|
|---|---|
| Authors: | Wilkens, Sascha ; Stoimenov, Pavel A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 3, p. 735-750
|
| Subject: | Optionspreistheorie | Option pricing theory | Strukturiertes Produkt | Structured product | Hedging | Volatilität | Volatility | Index-Futures | Index futures | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| 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/10003429769